-13.6%
PDD vs ULTA
+65.2%
-78.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | -4.9% | +2.5% | -7.4% | -5.7% |
| 30D | -3.0% | +11.5% | -14.6% | -6.8% |
| 3M | -6.2% | +28.1% | -34.3% | -14.4% |
| 6M | -20.7% | +34.2% | -55.0% | -29.2% |
| YTD | -30.4% | +9.2% | -39.6% | -33.7% |
| 1Y | -41.3% | +23.7% | -65.0% | -46.9% |
| 3Y | -27.7% | +69.2% | -96.9% | -48.1% |
| All | -13.6% | +65.2% | -78.7% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling