+277.7%
PLD vs ULTA
+1,935.9%
-1,658.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.8% | +4.6% | -3.9% | -0.8% |
| 30D | +0.5% | +16.5% | -16.0% | -4.9% |
| 3M | -5.5% | +21.1% | -26.6% | -12.0% |
| 6M | -8.3% | +27.4% | -35.7% | -16.6% |
| YTD | +4.3% | +9.8% | -5.5% | -1.0% |
| 1Y | +7.4% | +28.6% | -21.2% | -4.1% |
| 3Y | +37.1% | +70.5% | -33.4% | +5.9% |
| 5Y | +1.3% | +69.8% | -68.5% | -23.7% |
| 10Y | +267.4% | +180.8% | +86.6% | +92.3% |
| All | +277.7% | +1,935.9% | -1,658.2% | -66.6% |
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 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