-51.2%
LULU vs PFG
+51.4%
-102.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.5% | -15.8% | -16.6% |
| 7D | -16.7% | +5.5% | -22.2% | -18.5% |
| 30D | -18.5% | +2.4% | -20.9% | -19.3% |
| 3M | -19.5% | +13.6% | -33.0% | -24.6% |
| 6M | -41.9% | +27.9% | -69.8% | -49.2% |
| YTD | -51.6% | +35.6% | -87.1% | -58.9% |
| 1Y | -51.2% | +48.5% | -99.6% | -61.5% |
| All | -51.2% | +51.4% | -102.6% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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