-19.4%
PCG vs ULTA
+23.0%
-42.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.1% |
| 7D | +2.2% | +2.5% | -0.3% | +2.1% |
| 30D | +0.8% | +11.5% | -10.8% | +0.5% |
| 3M | -23.8% | +28.1% | -51.9% | -24.3% |
| 6M | -19.6% | +34.2% | -53.9% | -20.5% |
| YTD | -16.7% | +9.2% | -25.9% | -17.9% |
| 1Y | -19.4% | +23.7% | -43.1% | -20.8% |
| All | -19.4% | +23.0% | -42.4% | -20.8% |
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 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