-66.9%
LULU vs PCOR
-7.6%
-59.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -4.6% | +3.0% | -7.7% | -5.6% |
| 30D | +12.3% | +38.7% | -26.4% | +0.4% |
| 3M | -11.6% | +24.9% | -36.5% | -18.4% |
| 6M | -12.8% | +68.8% | -81.6% | -27.8% |
| YTD | -49.2% | +6.7% | -55.9% | -51.7% |
| 1Y | -37.7% | +3.0% | -40.7% | -40.3% |
| 3Y | -74.7% | +48.6% | -123.3% | -79.4% |
| 5Y | -76.7% | -12.7% | -64.0% | -80.2% |
| All | -66.9% | -7.6% | -59.3% | -71.7% |
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