-5.1%
PCG vs ULTA
+6.6%
-11.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.4% |
| 7D | -13.9% | +9.0% | -22.9% | -14.3% |
| 30D | -16.9% | +4.6% | -21.4% | -16.9% |
| 3M | -14.7% | +22.0% | -36.7% | -15.8% |
| 6M | -23.8% | -14.7% | -9.1% | -23.4% |
| YTD | -10.5% | -6.8% | -3.7% | -11.1% |
| 1Y | -5.1% | +6.5% | -11.6% | -6.5% |
| All | -5.1% | +6.6% | -11.7% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling