-18.3%
PCG vs LULU
-74.3%
+56.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +2.1% |
| 7D | +2.2% | -4.6% | +6.8% | +2.5% |
| 30D | +0.8% | +12.3% | -11.5% | -0.1% |
| 3M | -23.8% | -11.6% | -12.2% | -23.4% |
| 6M | -19.6% | -12.8% | -6.8% | -19.3% |
| YTD | -16.7% | -49.2% | +32.4% | -12.2% |
| 1Y | -19.4% | -37.7% | +18.3% | -16.6% |
| 3Y | -18.3% | -74.7% | +56.4% | -13.2% |
| All | -18.3% | -74.3% | +56.0% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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