+124.4%
PAAS vs ULTA
+1,628.6%
-1,504.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.6% |
| 7D | -2.9% | +9.0% | -11.9% | -4.0% |
| 30D | +6.8% | +4.6% | +2.2% | +6.2% |
| 3M | -2.9% | +22.0% | -24.9% | -5.4% |
| 6M | -16.4% | -14.7% | -1.7% | -15.0% |
| YTD | 0.0% | -6.8% | +6.8% | +0.6% |
| 1Y | +54.3% | +6.5% | +47.8% | +52.5% |
| 3Y | +230.7% | +35.6% | +195.1% | +212.3% |
| 5Y | +111.6% | +47.6% | +64.0% | +95.9% |
| 10Y | +211.7% | +128.9% | +82.8% | +159.2% |
| All | +124.4% | +1,628.6% | -1,504.2% | +32.9% |
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