+8.3%
PGR vs LULU
-40.9%
+49.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.6% |
| 7D | -0.6% | -1.6% | +1.0% | -0.6% |
| 30D | +4.9% | -18.1% | +23.1% | +5.8% |
| 3M | +7.6% | -18.8% | +26.4% | +7.3% |
| 6M | +8.3% | -39.2% | +47.5% | +6.0% |
| All | +8.3% | -40.9% | +49.1% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling