-51.2%
LULU vs PEGA
-30.0%
-21.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.0% | -16.4% | -17.1% |
| 7D | -16.7% | +3.3% | -20.0% | -17.4% |
| 30D | -18.5% | +17.7% | -36.3% | -22.1% |
| 3M | -19.5% | +5.8% | -25.3% | -21.5% |
| 6M | -41.9% | -20.3% | -21.7% | -40.2% |
| YTD | -51.6% | -37.1% | -14.4% | -49.2% |
| 1Y | -51.2% | -30.2% | -21.0% | -48.3% |
| All | -51.2% | -30.0% | -21.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling