+225.6%
PEG vs ULTA
+1,560.4%
-1,334.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -0.1% | -1.8% | +1.7% | +0.1% |
| 30D | -1.7% | -1.2% | -0.5% | -1.7% |
| 3M | -6.8% | +13.4% | -20.2% | -8.3% |
| 6M | -11.4% | -15.6% | +4.3% | -10.0% |
| YTD | -7.2% | -10.4% | +3.2% | -6.6% |
| 1Y | -6.1% | +5.5% | -11.6% | -7.5% |
| 3Y | +31.8% | +31.0% | +0.8% | +24.5% |
| 5Y | +35.6% | +41.8% | -6.2% | +25.3% |
| 10Y | +148.7% | +127.0% | +21.7% | +107.3% |
| All | +225.6% | +1,560.4% | -1,334.8% | +94.1% |
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