+143.4%
PEG vs ULTA
+132.3%
+11.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | -0.9% | -3.1% | +2.2% | -0.4% |
| 30D | -3.7% | +2.8% | -6.5% | -4.2% |
| 3M | -7.3% | +14.8% | -22.0% | -9.3% |
| 6M | -10.5% | -16.2% | +5.7% | -8.6% |
| YTD | -7.5% | -9.6% | +2.1% | -6.8% |
| 1Y | -8.7% | +4.8% | -13.5% | -10.4% |
| 3Y | +31.4% | +30.7% | +0.7% | +21.9% |
| 5Y | +37.8% | +45.9% | -8.1% | +22.8% |
| All | +143.4% | +132.3% | +11.1% | +87.5% |
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 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