-12.2%
PCOR vs ULTA
+103.9%
-116.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.2% |
| 7D | +2.2% | +0.2% | +2.0% | +2.0% |
| 30D | +37.4% | +12.4% | +25.0% | +30.4% |
| 3M | +33.2% | +22.4% | +10.8% | +21.0% |
| 6M | +60.6% | +28.9% | +31.7% | +41.7% |
| YTD | +6.2% | +7.6% | -1.4% | +0.2% |
| 1Y | -1.1% | +21.6% | -22.7% | -12.8% |
| 3Y | +48.4% | +67.0% | -18.6% | +2.0% |
| 5Y | -13.1% | +64.2% | -77.3% | -43.6% |
| All | -12.2% | +103.9% | -116.2% | -48.1% |
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