-34.1%
PCOR vs ULTA
+76.7%
-110.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.5% | -4.8% |
| 7D | -9.0% | +9.0% | -18.0% | -12.6% |
| 30D | +4.2% | +4.6% | -0.4% | +1.5% |
| 3M | +14.4% | +22.0% | -7.5% | +3.7% |
| 6M | +0.2% | -14.7% | +14.9% | +6.0% |
| YTD | -20.3% | -6.8% | -13.5% | -19.6% |
| 1Y | -16.1% | +6.5% | -22.7% | -21.7% |
| 3Y | -14.7% | +35.6% | -50.3% | -34.6% |
| 5Y | -43.2% | +47.6% | -90.8% | -61.5% |
| All | -34.1% | +76.7% | -110.8% | -58.4% |
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 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