+54.2%
PCG vs ULTA
+44.0%
+10.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -2.9% | -4.1% |
| 7D | +6.5% | -1.8% | +8.2% | +6.7% |
| 30D | -16.7% | -1.2% | -15.5% | -16.7% |
| 3M | -14.2% | +13.4% | -27.5% | -15.9% |
| 6M | -21.5% | -15.6% | -5.8% | -19.9% |
| YTD | -11.2% | -10.4% | -0.8% | -10.4% |
| 1Y | -4.2% | +5.5% | -9.7% | -6.1% |
| 3Y | -14.9% | +31.0% | -45.8% | -21.7% |
| 5Y | +54.2% | +41.8% | +12.4% | +34.3% |
| All | +54.2% | +44.0% | +10.2% | +34.3% |
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