+848.9%
PM vs ULTA
+6,481.8%
-5,632.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | +0.5% | +2.5% | -1.9% | +0.2% |
| 30D | -3.2% | +11.5% | -14.7% | -4.6% |
| 3M | +6.2% | +28.1% | -21.9% | +2.9% |
| 6M | +7.7% | +34.2% | -26.6% | +3.5% |
| YTD | +27.3% | +9.2% | +18.1% | +24.9% |
| 1Y | +32.8% | +23.7% | +9.0% | +28.0% |
| 3Y | +150.0% | +69.2% | +80.8% | +126.7% |
| 5Y | +164.2% | +66.6% | +97.6% | +136.9% |
| 10Y | +265.7% | +176.6% | +89.1% | +190.9% |
| All | +848.9% | +6,481.8% | -5,632.9% | +351.5% |
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