+662.0%
PBR vs ULTA
+132.3%
+529.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.5% |
| 7D | +5.4% | -3.1% | +8.4% | +6.4% |
| 30D | +22.9% | +2.8% | +20.1% | +21.3% |
| 3M | +19.6% | +14.8% | +4.9% | +13.1% |
| 6M | +16.5% | -16.2% | +32.7% | +21.7% |
| YTD | +86.7% | -9.6% | +96.3% | +89.0% |
| 1Y | +74.7% | +4.8% | +69.9% | +65.8% |
| 3Y | +102.6% | +30.7% | +71.9% | +67.1% |
| 5Y | +566.6% | +45.9% | +520.7% | +390.3% |
| All | +662.0% | +132.3% | +529.7% | +288.5% |
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