+361.8%
PCAR vs ULTA
+127.6%
+234.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | -1.6% | -3.9% | +2.3% | -0.6% |
| 30D | -7.3% | -1.1% | -6.2% | -7.2% |
| 3M | +7.8% | +13.8% | -6.0% | +3.9% |
| 6M | +3.6% | -17.2% | +20.8% | +7.7% |
| YTD | +12.9% | -11.5% | +24.3% | +15.2% |
| 1Y | +27.3% | +3.9% | +23.4% | +24.2% |
| 3Y | +61.9% | +29.5% | +32.4% | +45.0% |
| 5Y | +164.2% | +42.9% | +121.2% | +125.8% |
| All | +361.8% | +127.6% | +234.3% | +220.5% |
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