+37.7%
PPL vs ULTA
+44.9%
-7.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.1% |
| 7D | +1.8% | +0.7% | +1.1% | +1.7% |
| 30D | -1.1% | -2.8% | +1.7% | -0.9% |
| 3M | 0.0% | +18.7% | -18.6% | -1.4% |
| 6M | -7.6% | -15.0% | +7.4% | -6.7% |
| YTD | +1.7% | -9.2% | +11.0% | +2.1% |
| 1Y | +1.5% | +5.7% | -4.1% | +0.3% |
| 3Y | +55.3% | +32.8% | +22.5% | +47.7% |
| 5Y | +37.7% | +46.0% | -8.2% | +27.3% |
| All | +37.7% | +44.9% | -7.2% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling