+344.9%
PBF vs ULTA
+474.7%
-129.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +4.3% |
| 7D | +2.4% | +0.7% | +1.7% | +2.0% |
| 30D | +24.9% | -2.8% | +27.7% | +25.6% |
| 3M | +81.9% | +18.7% | +63.2% | +67.4% |
| 6M | +79.4% | -15.0% | +94.4% | +86.6% |
| YTD | +188.3% | -9.2% | +197.5% | +191.2% |
| 1Y | +177.3% | +5.7% | +171.6% | +160.0% |
| 3Y | +56.0% | +32.8% | +23.2% | +25.2% |
| 5Y | +804.0% | +46.0% | +758.1% | +555.4% |
| 10Y | +334.1% | +125.5% | +208.6% | +150.0% |
| All | +344.9% | +474.7% | -129.8% | +123.6% |
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 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