+240.1%
PLD vs ULTA
+127.6%
+112.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.8% | -3.9% | +1.0% | -2.0% |
| 30D | -3.6% | -1.1% | -2.6% | -3.6% |
| 3M | -7.1% | +13.8% | -20.9% | -10.1% |
| 6M | +0.2% | -17.2% | +17.5% | +3.7% |
| YTD | +6.9% | -11.5% | +18.4% | +8.8% |
| 1Y | +25.0% | +3.9% | +21.1% | +22.2% |
| 3Y | +20.8% | +29.5% | -8.7% | +9.3% |
| 5Y | +16.2% | +42.9% | -26.7% | +1.4% |
| All | +240.1% | +127.6% | +112.6% | +151.3% |
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