+238.4%
PEP vs ULTA
+1,628.6%
-1,390.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -1.4% | +9.0% | -10.4% | -2.3% |
| 30D | +0.2% | +4.6% | -4.3% | -0.3% |
| 3M | -1.1% | +22.0% | -23.1% | -3.2% |
| 6M | -13.5% | -14.7% | +1.2% | -12.4% |
| YTD | -1.2% | -6.8% | +5.6% | -0.9% |
| 1Y | -1.6% | +6.5% | -8.1% | -2.9% |
| 3Y | -12.5% | +35.6% | -48.1% | -16.9% |
| 5Y | +3.0% | +47.6% | -44.6% | -4.0% |
| 10Y | +73.9% | +128.9% | -55.0% | +48.7% |
| All | +238.4% | +1,628.6% | -1,390.2% | +107.4% |
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 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