+191.5%
PDD vs ULTA
+110.9%
+80.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.7% |
| 7D | -4.6% | -3.9% | -0.8% | -3.8% |
| 30D | -14.0% | -1.1% | -12.9% | -13.9% |
| 3M | -4.9% | +13.8% | -18.6% | -8.0% |
| 6M | -25.8% | -17.2% | -8.5% | -23.1% |
| YTD | -31.4% | -11.5% | -19.9% | -30.1% |
| 1Y | -37.6% | +3.9% | -41.5% | -39.0% |
| 3Y | -18.4% | +29.5% | -47.8% | -26.6% |
| 5Y | -25.0% | +42.9% | -67.9% | -34.6% |
| All | +191.5% | +110.9% | +80.7% | +84.0% |
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 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