+9.0%
PCG vs ULTA
+69.2%
-60.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -0.5% | +4.6% | -5.1% | -1.1% |
| 30D | +0.8% | +16.5% | -15.7% | -1.5% |
| 3M | -22.0% | +21.1% | -43.1% | -24.3% |
| 6M | -17.1% | +27.4% | -44.5% | -20.3% |
| YTD | -16.9% | +9.8% | -26.7% | -18.6% |
| 1Y | -19.1% | +28.6% | -47.7% | -23.0% |
| 3Y | -19.4% | +70.5% | -89.9% | -29.4% |
| 5Y | +9.0% | +69.8% | -60.8% | -8.2% |
| All | +9.0% | +69.2% | -60.2% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling