+22.3%
PNC vs ULTA
+6.6%
+15.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +1.4% | +9.0% | -7.6% | +0.3% |
| 30D | -3.8% | +4.6% | -8.4% | -4.4% |
| 3M | +9.0% | +22.0% | -12.9% | +5.7% |
| 6M | +16.6% | -14.7% | +31.3% | +19.0% |
| YTD | +20.4% | -6.8% | +27.2% | +21.7% |
| 1Y | +22.3% | +6.5% | +15.8% | +21.0% |
| All | +22.3% | +6.6% | +15.7% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling