+135.3%
PM vs ULTA
+44.7%
+90.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | +4.7% | -3.1% | +7.7% | +4.8% |
| 30D | +2.6% | +2.8% | -0.2% | +2.5% |
| 3M | +6.6% | +14.8% | -8.2% | +6.0% |
| 6M | +16.5% | -16.2% | +32.7% | +17.2% |
| YTD | +21.2% | -9.6% | +30.8% | +21.3% |
| 1Y | +17.9% | +4.8% | +13.1% | +17.0% |
| 3Y | +129.8% | +30.7% | +99.1% | +121.8% |
| All | +135.3% | +44.7% | +90.6% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling