-69.6%
LULU vs PCOR
-36.7%
-33.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | -20.4% | -12.2% | -8.3% | -16.8% |
| 30D | -22.9% | -9.4% | -13.5% | -20.4% |
| 3M | -18.5% | +22.2% | -40.7% | -24.1% |
| 6M | -41.8% | -7.3% | -34.5% | -41.5% |
| YTD | -53.4% | -26.8% | -26.5% | -49.5% |
| 1Y | -40.9% | -22.2% | -18.7% | -37.7% |
| 3Y | -75.6% | -19.1% | -56.5% | -75.8% |
| 5Y | -77.2% | -42.4% | -34.8% | -77.9% |
| All | -69.6% | -36.7% | -33.0% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling