-51.2%
LULU vs PENG
+118.5%
-169.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +6.4% | -23.8% | -17.5% |
| 7D | -16.7% | +4.5% | -21.3% | -16.8% |
| 30D | -18.5% | -7.1% | -11.4% | -18.4% |
| 3M | -19.5% | -27.3% | +7.8% | -18.8% |
| 6M | -41.9% | +169.6% | -211.5% | -52.7% |
| YTD | -51.6% | +164.6% | -216.2% | -60.5% |
| 1Y | -51.2% | +109.5% | -160.7% | -61.6% |
| All | -51.2% | +118.5% | -169.7% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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