+287.1%
PCAR vs ULTA
+174.9%
+112.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | +4.9% | +2.5% | +2.5% | +4.3% |
| 30D | -1.4% | +11.5% | -12.9% | -4.2% |
| 3M | -18.1% | +28.1% | -46.3% | -23.4% |
| 6M | -4.0% | +34.2% | -38.2% | -11.6% |
| YTD | -1.5% | +9.2% | -10.7% | -4.8% |
| 1Y | +13.2% | +23.7% | -10.6% | +5.6% |
| 3Y | +35.8% | +69.2% | -33.4% | +13.2% |
| 5Y | +114.6% | +66.6% | +48.0% | +76.4% |
| All | +287.1% | +174.9% | +112.2% | +140.2% |
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