+77.0%
PR vs ULTA
+23.6%
+53.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +1.9% |
| 7D | +6.7% | +0.2% | +6.5% | +6.7% |
| 30D | -6.1% | +12.4% | -18.6% | -4.9% |
| 3M | +6.9% | +22.4% | -15.5% | +9.2% |
| 6M | +14.6% | +28.9% | -14.3% | +18.3% |
| YTD | +66.1% | +7.6% | +58.5% | +70.5% |
| 1Y | +77.0% | +21.6% | +55.4% | +81.3% |
| All | +77.0% | +23.6% | +53.4% | +81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling