-23.5%
PDD vs ULTA
+46.0%
-69.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | -13.1% | -2.8% | -10.3% | -12.4% |
| 3M | -3.5% | +18.7% | -22.1% | -9.5% |
| 6M | -21.8% | -15.0% | -6.8% | -18.3% |
| YTD | -29.7% | -9.2% | -20.4% | -28.4% |
| 1Y | -36.2% | +5.7% | -41.9% | -39.0% |
| 3Y | -16.4% | +32.8% | -49.1% | -32.2% |
| All | -23.5% | +46.0% | -69.5% | -48.0% |
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 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