+273.5%
PLD vs ULTA
+1,924.4%
-1,650.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | +1.3% | +2.5% | -1.1% | +0.5% |
| 30D | -1.4% | +11.5% | -12.9% | -5.2% |
| 3M | -8.2% | +28.1% | -36.3% | -16.2% |
| 6M | -8.0% | +34.2% | -42.2% | -17.8% |
| YTD | +3.2% | +9.2% | -6.0% | -1.9% |
| 1Y | +7.0% | +23.7% | -16.7% | -3.1% |
| 3Y | +38.3% | +69.2% | -30.9% | +7.1% |
| 5Y | +0.2% | +66.6% | -66.4% | -24.0% |
| 10Y | +268.3% | +176.6% | +91.7% | +93.9% |
| All | +273.5% | +1,924.4% | -1,650.9% | -66.9% |
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