+98.6%
LULU vs PENG
+710.3%
-611.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +1.9% | -2.0% |
| 7D | -20.4% | 0.0% | -20.4% | -20.7% |
| 30D | -22.9% | -15.2% | -7.7% | -21.1% |
| 3M | -18.5% | -16.9% | -1.6% | -19.1% |
| 6M | -41.8% | +161.5% | -203.3% | -55.2% |
| YTD | -53.4% | +148.6% | -201.9% | -63.9% |
| 1Y | -40.9% | +89.6% | -130.5% | -52.1% |
| 3Y | -75.6% | +99.8% | -175.3% | -82.0% |
| 5Y | -77.2% | +100.9% | -178.1% | -83.8% |
| All | +98.6% | +710.3% | -611.7% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling