+295.6%
PLD vs ULTA
+1,628.6%
-1,333.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.2% |
| 7D | -2.4% | +9.0% | -11.4% | -5.3% |
| 30D | -2.4% | +4.6% | -7.0% | -4.2% |
| 3M | -3.8% | +22.0% | -25.8% | -10.8% |
| 6M | 0.0% | -14.7% | +14.7% | +4.2% |
| YTD | +9.2% | -6.8% | +16.0% | +10.1% |
| 1Y | +25.9% | +6.5% | +19.4% | +20.1% |
| 3Y | +21.3% | +35.6% | -14.3% | +1.9% |
| 5Y | +14.1% | +47.6% | -33.5% | -10.0% |
| 10Y | +237.9% | +128.9% | +109.0% | +90.2% |
| All | +295.6% | +1,628.6% | -1,333.0% | -62.9% |
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