+13.1%
PGR vs LULU
-36.9%
+50.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.9% |
| 7D | -0.5% | -4.1% | +3.6% | -0.3% |
| 30D | +6.0% | +13.5% | -7.5% | +5.4% |
| 3M | +10.0% | -14.5% | +24.5% | +10.3% |
| 6M | +18.7% | -15.0% | +33.7% | +18.2% |
| YTD | +9.2% | -48.3% | +57.5% | +8.5% |
| 1Y | +13.1% | -36.7% | +49.8% | +13.3% |
| All | +13.1% | -36.9% | +50.0% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling