+3.2%
PEP vs ULTA
+44.0%
-40.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.5% |
| 30D | +0.3% | -1.2% | +1.5% | +0.4% |
| 3M | -3.2% | +13.4% | -16.6% | -4.5% |
| 6M | -13.6% | -15.6% | +2.1% | -12.6% |
| YTD | -1.9% | -10.4% | +8.6% | -1.4% |
| 1Y | -0.6% | +5.5% | -6.1% | -1.9% |
| 3Y | -13.6% | +31.0% | -44.6% | -17.9% |
| 5Y | +3.2% | +41.8% | -38.6% | -4.4% |
| All | +3.2% | +44.0% | -40.8% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling