+496.2%
PNC vs ULTA
+1,575.4%
-1,079.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.1% |
| 7D | -0.6% | -3.1% | +2.5% | +0.4% |
| 30D | -4.4% | +2.8% | -7.2% | -5.4% |
| 3M | +5.2% | +14.8% | -9.5% | +0.1% |
| 6M | +20.6% | -16.2% | +36.9% | +26.0% |
| YTD | +19.8% | -9.6% | +29.4% | +21.9% |
| 1Y | +24.4% | +4.8% | +19.7% | +20.1% |
| 3Y | +131.2% | +30.7% | +100.6% | +100.9% |
| 5Y | +53.1% | +45.9% | +7.2% | +25.0% |
| 10Y | +276.8% | +129.0% | +147.7% | +142.6% |
| All | +496.2% | +1,575.4% | -1,079.2% | +8.6% |
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 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