+66.8%
PPL vs ULTA
+178.8%
-112.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | 0.0% | +4.6% | -4.6% | -0.8% |
| 30D | +4.3% | +16.5% | -12.2% | +1.4% |
| 3M | +2.9% | +21.1% | -18.2% | -0.7% |
| 6M | +1.1% | +27.4% | -26.3% | -3.5% |
| YTD | +4.5% | +9.8% | -5.4% | +1.7% |
| 1Y | +0.1% | +28.6% | -28.5% | -5.6% |
| 3Y | +55.7% | +70.5% | -14.8% | +35.2% |
| 5Y | +47.6% | +69.8% | -22.2% | +25.3% |
| 10Y | +66.8% | +180.8% | -114.0% | +19.6% |
| All | +66.8% | +178.8% | -112.0% | +19.6% |
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