-1.2%
PFE vs LULU
-75.6%
+74.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.4% | -0.2% |
| 7D | -4.0% | -20.4% | +16.4% | -2.2% |
| 30D | +3.9% | -22.9% | +26.7% | +6.1% |
| 3M | +9.9% | -18.5% | +28.4% | +11.6% |
| 6M | +5.3% | -41.8% | +47.1% | +9.9% |
| YTD | +16.8% | -53.4% | +70.2% | +24.0% |
| 1Y | +20.4% | -40.9% | +61.3% | +25.1% |
| All | -1.2% | -75.6% | +74.4% | +5.7% |
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 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