-51.2%
LULU vs PNR
-43.1%
-8.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.3% | -17.7% | -17.5% |
| 7D | -16.7% | -2.4% | -14.4% | -15.9% |
| 30D | -18.5% | -12.8% | -5.8% | -13.8% |
| 3M | -19.5% | -17.0% | -2.5% | -14.1% |
| 6M | -41.9% | -37.4% | -4.5% | -28.1% |
| YTD | -51.6% | -41.6% | -10.0% | -37.8% |
| 1Y | -51.2% | -44.6% | -6.6% | -35.6% |
| All | -51.2% | -43.1% | -8.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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