-76.7%
LULU vs PTC
+4.1%
-80.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.3% |
| 7D | -1.6% | -7.3% | +5.6% | +2.1% |
| 30D | -18.1% | -11.6% | -6.5% | -12.7% |
| 3M | -18.8% | +10.5% | -29.2% | -23.1% |
| 6M | -39.2% | -17.8% | -21.4% | -33.5% |
| YTD | -52.4% | -24.9% | -27.4% | -45.3% |
| 1Y | -40.3% | -36.8% | -3.5% | -24.9% |
| 3Y | -75.1% | -8.7% | -66.4% | -75.8% |
| All | -76.7% | +4.1% | -80.8% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling