-38.5%
PCOR vs ULTA
+69.7%
-108.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.0% |
| 7D | -9.0% | -1.8% | -7.2% | -8.2% |
| 30D | -7.0% | -1.2% | -5.7% | -6.8% |
| 3M | +18.3% | +13.4% | +5.0% | +11.0% |
| 6M | -7.8% | -15.6% | +7.8% | -2.0% |
| YTD | -25.6% | -10.4% | -15.1% | -23.6% |
| 1Y | -22.7% | +5.5% | -28.2% | -27.6% |
| 3Y | -17.7% | +31.0% | -48.6% | -35.9% |
| 5Y | -42.0% | +41.8% | -83.9% | -60.0% |
| All | -38.5% | +69.7% | -108.2% | -60.4% |
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