+546.8%
PCAR vs LULU
+704.9%
-158.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -17.4% | +17.5% | +4.9% |
| 7D | -0.5% | -16.7% | +16.2% | +3.9% |
| 30D | -6.2% | -18.5% | +12.3% | -1.6% |
| 3M | +5.9% | -19.5% | +25.4% | +10.9% |
| 6M | +0.4% | -41.9% | +42.3% | +14.3% |
| YTD | +14.8% | -51.6% | +66.4% | +36.9% |
| 1Y | +30.1% | -51.2% | +81.3% | +53.0% |
| 3Y | +66.6% | -75.1% | +141.8% | +126.4% |
| 5Y | +166.1% | -74.1% | +240.2% | +242.1% |
| 10Y | +353.7% | +46.7% | +306.9% | +216.0% |
| All | +546.8% | +704.9% | -158.1% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling