+158.8%
PGR vs LULU
-76.9%
+235.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | -0.6% | -1.6% | +1.0% | -0.5% |
| 30D | +4.9% | -18.1% | +23.1% | +6.2% |
| 3M | +7.6% | -18.8% | +26.4% | +8.9% |
| 6M | +8.3% | -39.2% | +47.5% | +11.2% |
| YTD | +1.7% | -52.4% | +54.1% | +6.1% |
| 1Y | -6.8% | -40.3% | +33.5% | -4.5% |
| 3Y | +73.4% | -75.1% | +148.5% | +86.9% |
| All | +158.8% | -76.9% | +235.7% | +171.9% |
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