+91.3%
LULU vs PFGC
+396.6%
-305.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.5% |
| 7D | -20.4% | -4.8% | -15.6% | -19.4% |
| 30D | -22.9% | -17.2% | -5.7% | -18.9% |
| 3M | -18.5% | -6.3% | -12.2% | -17.1% |
| 6M | -41.8% | +8.8% | -50.6% | -43.1% |
| YTD | -53.4% | +4.9% | -58.3% | -54.3% |
| 1Y | -40.9% | -9.5% | -31.4% | -39.9% |
| 3Y | -75.6% | +59.6% | -135.1% | -78.7% |
| 5Y | -77.2% | +113.5% | -190.7% | -81.7% |
| 10Y | +49.5% | +292.8% | -243.3% | -1.8% |
| All | +91.3% | +396.6% | -305.3% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling