-76.3%
LULU vs PENG
+116.9%
-193.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -16.9% | +7.3% | -24.2% | -18.2% |
| 30D | -22.0% | -7.5% | -14.5% | -21.4% |
| 3M | -17.8% | -17.2% | -0.6% | -18.5% |
| 6M | -41.3% | +176.7% | -218.0% | -57.1% |
| YTD | -52.0% | +161.0% | -213.1% | -64.6% |
| 1Y | -39.8% | +108.8% | -148.6% | -53.8% |
| 3Y | -74.8% | +109.8% | -184.6% | -82.8% |
| 5Y | -76.3% | +111.7% | -188.0% | -84.4% |
| All | -76.3% | +116.9% | -193.2% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling