+215.4%
PAAS vs ULTA
+127.6%
+87.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.1% | -4.1% |
| 7D | -3.7% | -3.9% | +0.1% | -3.2% |
| 30D | -1.9% | -1.1% | -0.8% | -1.8% |
| 3M | +15.1% | +13.8% | +1.3% | +12.8% |
| 6M | -17.1% | -17.2% | +0.1% | -15.1% |
| YTD | -1.3% | -11.5% | +10.1% | +0.1% |
| 1Y | +41.1% | +3.9% | +37.2% | +39.9% |
| 3Y | +244.2% | +29.5% | +214.7% | +224.2% |
| 5Y | +120.8% | +42.9% | +77.9% | +103.1% |
| All | +215.4% | +127.6% | +87.8% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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