+1,660.3%
PLTR vs ULTA
+144.7%
+1,515.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | 0.0% |
| 7D | -4.1% | -3.1% | -1.0% | -2.9% |
| 30D | -2.2% | +2.8% | -5.0% | -3.6% |
| 3M | +27.6% | +14.8% | +12.8% | +20.0% |
| 6M | +10.3% | -16.2% | +26.5% | +16.9% |
| YTD | -5.9% | -9.6% | +3.7% | -3.7% |
| 1Y | +1.7% | +4.8% | -3.0% | -3.0% |
| 3Y | +959.1% | +30.7% | +928.4% | +767.3% |
| 5Y | +536.3% | +45.9% | +490.5% | +397.9% |
| All | +1,660.3% | +144.7% | +1,515.6% | +1,347.6% |
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