-75.1%
LULU vs PEGA
+54.2%
-129.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | -1.6% | -3.0% | +1.4% | -1.1% |
| 30D | -18.1% | +15.9% | -34.0% | -20.5% |
| 3M | -18.8% | +10.8% | -29.6% | -20.8% |
| 6M | -39.2% | -16.5% | -22.7% | -37.9% |
| YTD | -52.4% | -39.0% | -13.3% | -49.1% |
| 1Y | -40.3% | -37.3% | -3.0% | -36.7% |
| 3Y | -75.1% | +59.2% | -134.3% | -76.1% |
| All | -75.1% | +54.2% | -129.3% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling