-19.0%
PFE vs LULU
-76.9%
+57.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | -2.6% | -1.6% | -0.9% | -2.4% |
| 30D | +5.4% | -18.1% | +23.5% | +7.0% |
| 3M | +7.8% | -18.8% | +26.5% | +9.4% |
| 6M | +5.0% | -39.2% | +44.2% | +9.1% |
| YTD | +17.1% | -52.4% | +69.4% | +24.0% |
| 1Y | +19.3% | -40.3% | +59.6% | +23.8% |
| 3Y | -0.9% | -75.1% | +74.1% | +8.8% |
| All | -19.0% | -76.9% | +57.9% | -18.0% |
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