-74.9%
LULU vs PCOR
-18.2%
-56.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.3% | -2.3% |
| 7D | -16.9% | -9.0% | -7.9% | -14.4% |
| 30D | -22.0% | -7.0% | -15.0% | -20.3% |
| 3M | -17.8% | +18.3% | -36.2% | -22.2% |
| 6M | -41.3% | -7.8% | -33.5% | -40.9% |
| YTD | -52.0% | -25.6% | -26.4% | -48.8% |
| 1Y | -39.8% | -22.7% | -17.1% | -36.9% |
| All | -74.9% | -18.2% | -56.7% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling