+50.0%
LULU vs PTC
+205.0%
-155.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.4% |
| 7D | -1.6% | -7.3% | +5.6% | +1.6% |
| 30D | -18.1% | -11.6% | -6.5% | -13.4% |
| 3M | -18.8% | +10.5% | -29.2% | -22.6% |
| 6M | -39.2% | -17.8% | -21.4% | -34.3% |
| YTD | -52.4% | -24.9% | -27.4% | -46.3% |
| 1Y | -40.3% | -36.8% | -3.5% | -27.4% |
| 3Y | -75.1% | -8.7% | -66.4% | -75.0% |
| 5Y | -76.7% | +4.1% | -80.9% | -78.3% |
| All | +50.0% | +205.0% | -155.0% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling