+117.3%
PCAR vs ULTA
+67.7%
+49.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.6% |
| 7D | +2.2% | -0.2% | +2.4% | +2.3% |
| 30D | +0.3% | +16.1% | -15.8% | -3.4% |
| 3M | -17.9% | +21.7% | -39.7% | -22.1% |
| 6M | -3.4% | +28.7% | -32.1% | -9.9% |
| YTD | -0.1% | +8.9% | -9.0% | -3.2% |
| 1Y | +13.4% | +26.1% | -12.7% | +5.3% |
| 3Y | +37.2% | +69.1% | -31.9% | +12.5% |
| 5Y | +117.3% | +66.6% | +50.7% | +74.0% |
| All | +117.3% | +67.7% | +49.6% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling