+84.5%
PR vs ULTA
+174.9%
-90.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | +6.0% | +2.5% | +3.5% | +5.1% |
| 30D | -4.2% | +11.5% | -15.7% | -8.1% |
| 3M | +10.0% | +28.1% | -18.2% | +0.2% |
| 6M | +15.6% | +34.2% | -18.6% | +2.7% |
| YTD | +68.2% | +9.2% | +59.0% | +58.6% |
| 1Y | +79.2% | +23.7% | +55.5% | +60.4% |
| 3Y | +94.9% | +69.2% | +25.7% | +46.4% |
| 5Y | +272.8% | +66.6% | +206.2% | +174.2% |
| All | +84.5% | +174.9% | -90.4% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling