+56.5%
PPL vs ULTA
+68.8%
-12.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -0.4% |
| 7D | -1.2% | +4.3% | -5.5% | -1.4% |
| 30D | +4.2% | +16.6% | -12.4% | +3.4% |
| 3M | +1.5% | +17.7% | -16.2% | +0.6% |
| 6M | +1.0% | +27.5% | -26.5% | -0.3% |
| YTD | +4.4% | +9.9% | -5.5% | +3.4% |
| 1Y | +0.8% | +28.5% | -27.7% | -1.1% |
| 3Y | +56.5% | +71.1% | -14.6% | +46.7% |
| All | +56.5% | +68.8% | -12.3% | +46.7% |
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 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