+341.8%
PBF vs ULTA
+132.3%
+209.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.6% |
| 7D | +5.3% | -3.1% | +8.4% | +6.8% |
| 30D | +11.7% | +2.8% | +8.9% | +9.7% |
| 3M | +91.1% | +14.8% | +76.3% | +76.6% |
| 6M | +88.4% | -16.2% | +104.7% | +98.4% |
| YTD | +194.1% | -9.6% | +203.7% | +197.7% |
| 1Y | +180.4% | +4.8% | +175.6% | +160.8% |
| 3Y | +59.3% | +30.7% | +28.6% | +23.0% |
| 5Y | +816.3% | +45.9% | +770.4% | +510.5% |
| All | +341.8% | +132.3% | +209.5% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling