-37.6%
PDD vs ULTA
+5.1%
-42.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.8% |
| 7D | -4.6% | -3.9% | -0.8% | -4.1% |
| 30D | -14.0% | -1.1% | -12.9% | -13.8% |
| 3M | -4.9% | +13.8% | -18.6% | -6.8% |
| 6M | -25.8% | -17.2% | -8.5% | -23.7% |
| YTD | -31.4% | -11.5% | -19.9% | -30.8% |
| 1Y | -37.6% | +3.9% | -41.5% | -38.6% |
| All | -37.6% | +5.1% | -42.7% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling