+1,898.0%
PGR vs LULU
+691.8%
+1,206.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -0.6% | -1.6% | +1.0% | -0.4% |
| 30D | +4.9% | -18.1% | +23.1% | +8.1% |
| 3M | +7.6% | -18.8% | +26.4% | +10.9% |
| 6M | +8.3% | -39.2% | +47.5% | +16.2% |
| YTD | +1.7% | -52.4% | +54.1% | +13.4% |
| 1Y | -6.8% | -40.3% | +33.5% | -0.5% |
| 3Y | +73.4% | -75.1% | +148.5% | +107.5% |
| 5Y | +161.2% | -76.7% | +238.0% | +207.4% |
| 10Y | +819.5% | +52.7% | +766.7% | +612.1% |
| All | +1,898.0% | +691.8% | +1,206.2% | +665.9% |
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 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