+161.2%
PANW vs ULTA
+31.2%
+130.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.7% |
| 7D | -0.8% | -3.1% | +2.3% | -0.3% |
| 30D | -14.6% | +2.8% | -17.4% | -15.1% |
| 3M | +18.3% | +14.8% | +3.5% | +14.8% |
| 6M | +100.5% | -16.2% | +116.7% | +107.2% |
| YTD | +79.5% | -9.6% | +89.1% | +81.8% |
| 1Y | +66.7% | +4.8% | +61.9% | +62.5% |
| 3Y | +161.2% | +30.7% | +130.5% | +146.2% |
| All | +161.2% | +31.2% | +130.0% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling