-40.3%
LULU vs PFG
+49.5%
-89.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.7% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -18.1% | +2.9% | -21.0% | -18.9% |
| 3M | -18.8% | +6.7% | -25.5% | -21.0% |
| 6M | -39.2% | +33.8% | -73.0% | -46.7% |
| YTD | -52.4% | +35.0% | -87.3% | -58.0% |
| 1Y | -40.3% | +46.4% | -86.7% | -49.0% |
| All | -40.3% | +49.5% | -89.8% | -49.0% |
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