+75.3%
PEP vs ULTA
+132.3%
-57.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | -1.0% | -3.1% | +2.1% | -0.6% |
| 30D | -0.7% | +2.8% | -3.5% | -1.1% |
| 3M | -4.1% | +14.8% | -18.9% | -5.9% |
| 6M | -13.1% | -16.2% | +3.2% | -11.6% |
| YTD | -2.1% | -9.6% | +7.5% | -1.5% |
| 1Y | -1.7% | +4.8% | -6.4% | -3.1% |
| 3Y | -15.1% | +30.7% | -45.8% | -20.0% |
| 5Y | +3.1% | +45.9% | -42.8% | -5.7% |
| All | +75.3% | +132.3% | -57.0% | +44.7% |
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