-75.1%
LULU vs PFGC
+58.8%
-133.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -1.6% | -4.8% | +3.1% | 0.0% |
| 30D | -18.1% | -12.5% | -5.6% | -14.2% |
| 3M | -18.8% | -9.7% | -9.0% | -15.8% |
| 6M | -39.2% | +7.0% | -46.2% | -40.4% |
| YTD | -52.4% | +4.5% | -56.8% | -53.6% |
| 1Y | -40.3% | -11.6% | -28.7% | -37.5% |
| 3Y | -75.1% | +58.5% | -133.6% | -80.4% |
| All | -75.1% | +58.8% | -133.9% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 3y: compounded portfolio wealth divided by compounded PFGC 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…
3y analysis · Full analysis span regression · 6 months rolling