+536.5%
PCAR vs ULTA
+1,628.6%
-1,092.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -0.5% | +9.0% | -9.5% | -2.9% |
| 30D | -6.2% | +4.6% | -10.8% | -7.6% |
| 3M | +5.9% | +22.0% | -16.1% | -0.1% |
| 6M | +0.4% | -14.7% | +15.1% | +3.8% |
| YTD | +14.8% | -6.8% | +21.6% | +15.7% |
| 1Y | +30.1% | +6.5% | +23.6% | +25.9% |
| 3Y | +66.7% | +35.6% | +31.0% | +46.6% |
| 5Y | +166.1% | +47.6% | +118.5% | +123.8% |
| 10Y | +353.7% | +128.9% | +224.8% | +205.6% |
| All | +536.5% | +1,628.6% | -1,092.0% | +52.2% |
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 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