+50.0%
LULU vs PPG
+26.9%
+23.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.7% | +1.9% |
| 7D | -1.6% | -6.2% | +4.6% | +2.0% |
| 30D | -18.1% | -7.9% | -10.2% | -14.4% |
| 3M | -18.8% | -10.2% | -8.6% | -14.2% |
| 6M | -39.2% | +2.7% | -41.9% | -40.9% |
| YTD | -52.4% | +4.9% | -57.3% | -54.6% |
| 1Y | -40.3% | -3.2% | -37.1% | -40.3% |
| 3Y | -75.1% | -17.0% | -58.1% | -73.2% |
| 5Y | -76.7% | -23.3% | -53.4% | -74.4% |
| All | +50.0% | +26.9% | +23.1% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling