-40.3%
LULU vs PSA
+6.8%
-47.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +1.9% |
| 7D | -1.6% | -1.8% | +0.2% | -0.8% |
| 30D | -18.1% | -8.4% | -9.7% | -15.2% |
| 3M | -18.8% | -7.8% | -10.9% | -16.1% |
| 6M | -39.2% | +0.8% | -40.0% | -39.6% |
| YTD | -52.4% | +16.5% | -68.9% | -54.6% |
| 1Y | -40.3% | +4.7% | -45.0% | -41.2% |
| All | -40.3% | +6.8% | -47.1% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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