+811.9%
PGR vs ULTA
+132.3%
+679.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | -0.6% | -3.1% | +2.5% | -0.3% |
| 30D | +4.9% | +2.8% | +2.1% | +4.6% |
| 3M | +7.6% | +14.8% | -7.1% | +5.9% |
| 6M | +8.3% | -16.2% | +24.5% | +9.9% |
| YTD | +1.7% | -9.6% | +11.4% | +2.3% |
| 1Y | -6.8% | +4.8% | -11.6% | -8.0% |
| 3Y | +73.4% | +30.7% | +42.8% | +64.3% |
| 5Y | +161.2% | +45.9% | +115.3% | +140.9% |
| All | +811.9% | +132.3% | +679.6% | +656.6% |
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 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