+64.9%
PAAS vs ULTA
+1,894.7%
-1,829.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.0% |
| 7D | -7.0% | +0.2% | -7.2% | -7.1% |
| 30D | -15.3% | +12.4% | -27.7% | -16.6% |
| 3M | -27.7% | +22.4% | -50.1% | -29.6% |
| 6M | -40.5% | +28.9% | -69.3% | -42.4% |
| YTD | -26.5% | +7.6% | -34.1% | -27.5% |
| 1Y | -0.8% | +21.6% | -22.4% | -3.6% |
| 3Y | +196.9% | +67.0% | +129.9% | +173.1% |
| 5Y | +49.2% | +64.2% | -15.0% | +36.4% |
| 10Y | +199.4% | +172.5% | +26.9% | +143.7% |
| All | +64.9% | +1,894.7% | -1,829.8% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling