-14.4%
PCOR vs ULTA
+102.0%
-116.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +22.7% | +0.7% | +22.1% | +22.6% |
| 30D | +37.5% | +18.2% | +19.3% | +27.5% |
| 3M | +35.2% | +19.7% | +15.5% | +24.0% |
| 6M | +42.2% | +20.5% | +21.7% | +29.6% |
| YTD | +3.6% | +6.6% | -3.0% | -1.8% |
| 1Y | -4.8% | +26.5% | -31.2% | -17.8% |
| 3Y | +48.3% | +67.0% | -18.7% | +1.9% |
| 5Y | -20.1% | +64.5% | -84.6% | -48.0% |
| All | -14.4% | +102.0% | -116.4% | -49.1% |
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 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