+49.2%
PAAS vs ULTA
+64.2%
-15.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -7.0% | +0.2% | -7.2% | -7.1% |
| 30D | -15.3% | +12.4% | -27.7% | -17.0% |
| 3M | -27.7% | +22.4% | -50.1% | -30.3% |
| 6M | -40.5% | +28.9% | -69.3% | -43.1% |
| YTD | -26.5% | +7.6% | -34.1% | -27.7% |
| 1Y | -0.8% | +21.6% | -22.4% | -4.2% |
| 3Y | +196.9% | +67.0% | +129.9% | +160.8% |
| 5Y | +49.2% | +64.2% | -15.0% | +31.1% |
| All | +49.2% | +64.2% | -15.0% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling