+59.6%
PCAR vs LULU
-74.8%
+134.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.1% |
| 7D | -0.2% | -16.9% | +16.7% | +2.7% |
| 30D | -6.9% | -22.0% | +15.1% | -3.2% |
| 3M | +2.1% | -17.8% | +19.9% | +5.0% |
| 6M | +1.6% | -41.3% | +42.8% | +10.9% |
| YTD | +12.2% | -52.0% | +64.2% | +27.2% |
| 1Y | +28.0% | -39.8% | +67.9% | +38.3% |
| All | +59.6% | -74.8% | +134.5% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 3y: compounded portfolio wealth divided by compounded LULU 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…
3y analysis · Full analysis span regression · 6 months rolling