+192.7%
PFE vs LULU
+704.9%
-512.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -17.4% | +16.1% | +0.7% |
| 7D | +1.8% | -16.7% | +18.5% | +3.7% |
| 30D | +10.2% | -18.5% | +28.8% | +12.6% |
| 3M | +12.7% | -19.5% | +32.1% | +15.0% |
| 6M | +10.5% | -41.9% | +52.5% | +16.9% |
| YTD | +20.2% | -51.6% | +71.7% | +29.5% |
| 1Y | +24.1% | -51.2% | +75.2% | +32.9% |
| 3Y | -3.6% | -75.1% | +71.5% | +9.6% |
| 5Y | -20.9% | -74.1% | +53.2% | -12.3% |
| 10Y | +35.8% | +46.7% | -10.9% | +17.6% |
| All | +192.7% | +704.9% | -512.2% | +64.0% |
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 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