-76.9%
LULU vs PCOR
-12.9%
-64.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -6.5% | +2.2% | -8.7% | -7.2% |
| 30D | +10.7% | +37.4% | -26.7% | -1.3% |
| 3M | -13.6% | +33.2% | -46.8% | -22.4% |
| 6M | -16.5% | +60.6% | -77.1% | -30.4% |
| YTD | -49.7% | +6.2% | -55.9% | -52.3% |
| 1Y | -38.9% | -1.1% | -37.8% | -40.7% |
| 3Y | -74.7% | +48.4% | -123.2% | -79.9% |
| 5Y | -76.9% | -13.1% | -63.8% | -80.2% |
| All | -76.9% | -12.9% | -64.0% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling