-76.5%
PCG vs ULTA
+170.8%
-247.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -2.0% | +0.2% | -2.1% | -2.0% |
| 30D | -2.7% | +12.4% | -15.1% | -5.5% |
| 3M | -25.1% | +22.4% | -47.5% | -28.9% |
| 6M | -22.3% | +28.9% | -51.2% | -27.4% |
| YTD | -18.5% | +7.6% | -26.1% | -21.0% |
| 1Y | -21.8% | +21.6% | -43.4% | -26.8% |
| 3Y | -21.0% | +67.0% | -88.1% | -34.4% |
| 5Y | +8.1% | +64.2% | -56.1% | -12.2% |
| All | -76.5% | +170.8% | -247.3% | -85.1% |
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