-14.9%
PEP vs ULTA
+30.1%
-44.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.2% |
| 7D | -1.7% | -1.8% | +0.1% | -1.6% |
| 30D | +0.3% | -1.2% | +1.5% | +0.3% |
| 3M | -3.2% | +13.4% | -16.6% | -4.1% |
| 6M | -13.6% | -15.6% | +2.1% | -13.1% |
| YTD | -1.9% | -10.4% | +8.6% | -1.8% |
| 1Y | -0.6% | +5.5% | -6.1% | -1.7% |
| All | -14.9% | +30.1% | -44.9% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling