+191.9%
PFE vs ULTA
+1,924.4%
-1,732.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -1.7% | +2.5% | -4.2% | -2.0% |
| 30D | +0.3% | +11.5% | -11.2% | -1.1% |
| 3M | +9.4% | +28.1% | -18.8% | +5.7% |
| 6M | +14.9% | +34.2% | -19.4% | +10.2% |
| YTD | +23.8% | +9.2% | +14.6% | +21.7% |
| 1Y | +19.5% | +23.7% | -4.2% | +15.4% |
| 3Y | +21.0% | +69.2% | -48.1% | +10.3% |
| 5Y | -23.9% | +66.6% | -90.5% | -31.5% |
| 10Y | +47.8% | +176.6% | -128.7% | +17.3% |
| All | +191.9% | +1,924.4% | -1,732.5% | +41.7% |
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 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