+170.0%
PBF vs ULTA
+6.6%
+163.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.2% |
| 7D | +4.3% | +9.0% | -4.7% | +5.2% |
| 30D | +22.0% | +4.6% | +17.4% | +22.6% |
| 3M | +74.5% | +22.0% | +52.5% | +76.9% |
| 6M | +67.7% | -14.7% | +82.4% | +72.8% |
| YTD | +179.2% | -6.8% | +185.9% | +187.3% |
| 1Y | +170.0% | +6.5% | +163.5% | +183.0% |
| All | +170.0% | +6.6% | +163.4% | +183.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling