+207.9%
PDD vs ULTA
+122.1%
+85.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.4% |
| 7D | -4.1% | +9.0% | -13.1% | -6.0% |
| 30D | -9.6% | +4.6% | -14.2% | -10.7% |
| 3M | -4.3% | +22.0% | -26.2% | -8.9% |
| 6M | -18.8% | -14.7% | -4.1% | -16.4% |
| YTD | -27.5% | -6.8% | -20.7% | -27.1% |
| 1Y | -33.6% | +6.5% | -40.2% | -35.5% |
| 3Y | -20.4% | +35.6% | -56.0% | -29.2% |
| 5Y | -19.6% | +47.6% | -67.2% | -30.6% |
| All | +207.9% | +122.1% | +85.8% | +92.0% |
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 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