-41.8%
LULU vs PEGA
-22.4%
-19.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.5% |
| 7D | -20.4% | -5.3% | -15.1% | -19.0% |
| 30D | -22.9% | +8.3% | -31.2% | -25.0% |
| 3M | -18.5% | +8.9% | -27.5% | -22.0% |
| 6M | -41.8% | -19.7% | -22.1% | -38.8% |
| All | -41.8% | -22.4% | -19.4% | -38.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling