-54.4%
PCG vs ULTA
+1,628.6%
-1,683.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.3% |
| 7D | -13.9% | +9.0% | -22.9% | -14.9% |
| 30D | -16.9% | +4.6% | -21.4% | -17.5% |
| 3M | -14.7% | +22.0% | -36.7% | -17.1% |
| 6M | -23.8% | -14.7% | -9.1% | -22.6% |
| YTD | -10.5% | -6.8% | -3.7% | -10.2% |
| 1Y | -5.1% | +6.5% | -11.6% | -6.7% |
| 3Y | -11.6% | +35.6% | -47.2% | -17.2% |
| 5Y | +59.0% | +47.6% | +11.4% | +45.6% |
| 10Y | -75.7% | +128.9% | -204.6% | -79.7% |
| All | -54.4% | +1,628.6% | -1,683.0% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling