+78.2%
PPL vs ULTA
+1,628.6%
-1,550.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +2.7% | +9.0% | -6.3% | +1.6% |
| 30D | +0.5% | +4.6% | -4.1% | -0.2% |
| 3M | +0.7% | +22.0% | -21.3% | -1.9% |
| 6M | -7.6% | -14.7% | +7.1% | -6.3% |
| YTD | +1.8% | -6.8% | +8.6% | +2.1% |
| 1Y | -0.8% | +6.5% | -7.3% | -2.3% |
| 3Y | +56.9% | +35.6% | +21.3% | +47.6% |
| 5Y | +39.5% | +47.6% | -8.1% | +28.2% |
| 10Y | +55.4% | +128.9% | -73.5% | +30.0% |
| All | +78.2% | +1,628.6% | -1,550.4% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling