-41.4%
PCOR vs ULTA
+47.1%
-88.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -4.8% |
| 7D | -9.0% | +9.0% | -18.0% | -12.7% |
| 30D | +4.2% | +4.6% | -0.4% | +1.5% |
| 3M | +14.4% | +22.0% | -7.5% | +3.4% |
| 6M | +0.2% | -14.7% | +14.9% | +6.1% |
| YTD | -20.3% | -6.8% | -13.5% | -19.6% |
| 1Y | -16.1% | +6.5% | -22.7% | -21.9% |
| 3Y | -14.7% | +35.6% | -50.3% | -35.3% |
| All | -41.4% | +47.1% | -88.5% | -63.0% |
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 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