+592.0%
LULU vs PFG
+264.7%
+327.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.2% |
| 7D | -20.4% | -3.0% | -17.4% | -19.5% |
| 30D | -22.9% | +2.5% | -25.4% | -23.6% |
| 3M | -18.5% | +6.1% | -24.6% | -20.4% |
| 6M | -41.8% | +31.3% | -73.1% | -47.5% |
| YTD | -53.4% | +33.6% | -86.9% | -58.3% |
| 1Y | -40.9% | +48.5% | -89.4% | -49.2% |
| 3Y | -75.6% | +69.6% | -145.2% | -80.0% |
| 5Y | -77.2% | +111.5% | -188.7% | -83.0% |
| 10Y | +49.5% | +244.2% | -194.7% | -12.8% |
| All | +592.0% | +264.7% | +327.3% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling