+56.8%
PPL vs ULTA
+38.5%
+18.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +2.7% | +9.0% | -6.3% | +2.2% |
| 30D | +0.5% | +4.6% | -4.1% | +0.2% |
| 3M | +0.7% | +22.0% | -21.3% | -0.4% |
| 6M | -7.6% | -14.7% | +7.1% | -7.1% |
| YTD | +1.8% | -6.8% | +8.6% | +1.7% |
| 1Y | -0.8% | +6.5% | -7.3% | -1.8% |
| All | +56.8% | +38.5% | +18.3% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling