+111.0%
PBF vs ULTA
+27.7%
+83.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.1% | -10.7% | -6.1% |
| 7D | -0.9% | +6.7% | -7.6% | 0.0% |
| 30D | -13.7% | +21.7% | -35.5% | -11.3% |
| 3M | +10.6% | +21.5% | -10.9% | +13.8% |
| 6M | +61.2% | +27.5% | +33.6% | +67.1% |
| YTD | +172.7% | +9.2% | +163.5% | +186.9% |
| 1Y | +111.0% | +27.9% | +83.1% | +122.0% |
| All | +111.0% | +27.7% | +83.3% | +122.0% |
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