+54.2%
PCG vs LULU
-77.0%
+131.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.9% |
| 7D | +6.5% | -16.9% | +23.4% | +8.5% |
| 30D | -16.7% | -22.0% | +5.2% | -14.6% |
| 3M | -14.2% | -17.8% | +3.7% | -12.6% |
| 6M | -21.5% | -41.3% | +19.8% | -16.7% |
| YTD | -11.2% | -52.0% | +40.8% | -3.4% |
| 1Y | -4.2% | -39.8% | +35.6% | +0.9% |
| 3Y | -14.9% | -74.8% | +60.0% | -1.6% |
| 5Y | +54.2% | -76.3% | +130.5% | +70.7% |
| All | +54.2% | -77.0% | +131.3% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling