-30.3%
LULU vs PENG
+120.5%
-150.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -9.1% | +13.9% | +4.7% |
| 7D | +6.5% | -20.5% | +27.0% | +6.5% |
| 30D | +20.3% | -20.4% | +40.7% | +20.2% |
| 3M | -8.9% | -16.4% | +7.5% | -9.1% |
| 6M | -13.1% | +49.2% | -62.3% | -23.1% |
| YTD | -46.1% | +147.2% | -193.3% | -57.8% |
| 1Y | -30.3% | +124.7% | -154.9% | -45.0% |
| All | -30.3% | +120.5% | -150.7% | -45.0% |
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