-51.2%
LULU vs PNC
+23.0%
-74.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.2% | -17.5% | -17.5% |
| 7D | -16.7% | +1.4% | -18.1% | -17.3% |
| 30D | -18.5% | -3.8% | -14.7% | -17.0% |
| 3M | -19.5% | +9.0% | -28.5% | -23.2% |
| 6M | -41.9% | +16.6% | -58.6% | -46.8% |
| YTD | -51.6% | +20.4% | -72.0% | -56.8% |
| 1Y | -51.2% | +22.3% | -73.5% | -52.1% |
| All | -51.2% | +23.0% | -74.2% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling