+453.8%
PCAR vs ULTA
+1,919.6%
-1,465.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -17.9% | +21.7% | -39.7% | -22.5% |
| 6M | -3.4% | +28.7% | -32.1% | -10.5% |
| YTD | -0.1% | +8.9% | -9.0% | -3.7% |
| 1Y | +13.4% | +26.1% | -12.7% | +4.8% |
| 3Y | +37.2% | +69.1% | -31.9% | +13.5% |
| 5Y | +117.3% | +66.6% | +50.7% | +77.3% |
| 10Y | +295.0% | +175.9% | +119.0% | +153.4% |
| All | +453.8% | +1,919.6% | -1,465.8% | +26.8% |
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