-50.7%
PCG vs LULU
+704.9%
-755.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -17.4% | +19.8% | +4.1% |
| 7D | -13.9% | -16.7% | +2.9% | -12.5% |
| 30D | -16.9% | -18.5% | +1.7% | -15.5% |
| 3M | -14.7% | -19.5% | +4.7% | -13.4% |
| 6M | -23.8% | -41.9% | +18.1% | -20.2% |
| YTD | -10.5% | -51.6% | +41.1% | -4.7% |
| 1Y | -5.1% | -51.2% | +46.1% | +0.6% |
| 3Y | -11.6% | -75.1% | +63.5% | -1.5% |
| 5Y | +59.0% | -74.1% | +133.1% | +74.0% |
| 10Y | -75.7% | +46.7% | -122.5% | -77.4% |
| All | -50.7% | +704.9% | -755.6% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling