-76.7%
LULU vs PEGA
-45.0%
-31.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -1.6% | -3.0% | +1.4% | -0.9% |
| 30D | -18.1% | +15.9% | -34.0% | -21.2% |
| 3M | -18.8% | +10.8% | -29.6% | -21.3% |
| 6M | -39.2% | -16.5% | -22.7% | -37.2% |
| YTD | -52.4% | -39.0% | -13.3% | -47.4% |
| 1Y | -40.3% | -37.3% | -3.0% | -34.9% |
| 3Y | -75.1% | +59.2% | -134.3% | -79.8% |
| All | -76.7% | -45.0% | -31.8% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling