+299.1%
PG vs LULU
+691.8%
-392.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +1.4% |
| 7D | -0.8% | -1.6% | +0.8% | -0.7% |
| 30D | +0.8% | -18.1% | +18.9% | +2.4% |
| 3M | -1.3% | -18.8% | +17.4% | +0.2% |
| 6M | -3.8% | -39.2% | +35.4% | 0.0% |
| YTD | +3.6% | -52.4% | +56.0% | +9.9% |
| 1Y | -5.7% | -40.3% | +34.6% | -2.2% |
| 3Y | +1.6% | -75.1% | +76.7% | +12.1% |
| 5Y | +14.6% | -76.7% | +91.4% | +25.4% |
| 10Y | +121.2% | +52.7% | +68.5% | +98.4% |
| All | +299.1% | +691.8% | -392.6% | +161.1% |
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