+0.2%
PCOR vs ULTA
-16.3%
+16.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -4.4% |
| 7D | -9.0% | +9.0% | -18.0% | -10.0% |
| 30D | +4.2% | +4.6% | -0.4% | +3.3% |
| 3M | +14.4% | +22.0% | -7.5% | +11.6% |
| 6M | +0.2% | -14.7% | +14.9% | -2.3% |
| All | +0.2% | -16.3% | +16.5% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling