+82.7%
PPL vs ULTA
+1,938.1%
-1,855.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.4% | -0.7% |
| 7D | -1.2% | +4.3% | -5.5% | -1.7% |
| 30D | +4.2% | +16.6% | -12.4% | +2.3% |
| 3M | +1.5% | +17.7% | -16.2% | -0.6% |
| 6M | +1.0% | +27.5% | -26.5% | -2.1% |
| YTD | +4.4% | +9.9% | -5.5% | +2.5% |
| 1Y | +0.8% | +28.5% | -27.7% | -3.1% |
| 3Y | +56.5% | +71.1% | -14.6% | +43.0% |
| 5Y | +47.7% | +68.3% | -20.7% | +33.7% |
| 10Y | +64.4% | +181.4% | -117.0% | +34.4% |
| All | +82.7% | +1,938.1% | -1,855.4% | +12.1% |
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