-68.5%
LULU vs PCOR
-30.9%
-37.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -4.3% | -13.1% | -16.0% |
| 7D | -16.7% | -9.0% | -7.8% | -13.9% |
| 30D | -18.5% | +4.2% | -22.7% | -19.6% |
| 3M | -19.5% | +14.4% | -33.9% | -23.3% |
| 6M | -41.9% | +0.2% | -42.1% | -43.1% |
| YTD | -51.6% | -20.3% | -31.3% | -49.0% |
| 1Y | -51.2% | -16.1% | -35.0% | -49.9% |
| 3Y | -75.1% | -14.7% | -60.4% | -75.7% |
| 5Y | -74.1% | -43.2% | -30.9% | -75.5% |
| All | -68.5% | -30.9% | -37.5% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling