-51.2%
LULU vs PPG
+5.2%
-56.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +1.6% | -19.0% | -18.1% |
| 7D | -16.7% | -1.5% | -15.2% | -16.2% |
| 30D | -18.5% | -5.0% | -13.6% | -16.7% |
| 3M | -19.5% | +1.1% | -20.6% | -20.3% |
| 6M | -41.9% | -3.2% | -38.7% | -41.3% |
| YTD | -51.6% | +11.9% | -63.5% | -56.0% |
| 1Y | -51.2% | +5.3% | -56.5% | -55.5% |
| All | -51.2% | +5.2% | -56.4% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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