+57.6%
PPL vs ULTA
+122.7%
-65.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.3% |
| 30D | -1.3% | -1.2% | 0.0% | -1.1% |
| 3M | -2.6% | +13.4% | -16.0% | -4.9% |
| 6M | -8.4% | -15.6% | +7.2% | -6.3% |
| YTD | +0.2% | -10.4% | +10.6% | +1.3% |
| 1Y | -0.2% | +5.5% | -5.7% | -2.5% |
| 3Y | +52.9% | +31.0% | +21.9% | +39.6% |
| 5Y | +36.8% | +41.8% | -5.0% | +19.6% |
| 10Y | +57.6% | +127.0% | -69.4% | +14.7% |
| All | +57.6% | +122.7% | -65.1% | +14.7% |
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