-27.7%
PDD vs LULU
-74.3%
+46.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.7% |
| 7D | -4.9% | -4.6% | -0.3% | -4.3% |
| 30D | -3.0% | +12.3% | -15.3% | -4.5% |
| 3M | -6.2% | -11.6% | +5.5% | -5.2% |
| 6M | -20.7% | -12.8% | -7.9% | -20.0% |
| YTD | -30.4% | -49.2% | +18.8% | -24.6% |
| 1Y | -41.3% | -37.7% | -3.5% | -38.3% |
| 3Y | -27.7% | -74.7% | +47.0% | -14.6% |
| All | -27.7% | -74.3% | +46.6% | -14.6% |
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