+152.6%
PR vs ULTA
+212.5%
-59.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -16.4% | +0.7% | -17.1% | -16.7% |
| 30D | -1.9% | +18.2% | -20.1% | -7.5% |
| 3M | +8.0% | +19.7% | -11.7% | +0.9% |
| 6M | +4.1% | +20.5% | -16.4% | -3.6% |
| YTD | +58.7% | +6.6% | +52.1% | +51.3% |
| 1Y | +75.8% | +26.5% | +49.4% | +56.7% |
| 3Y | +73.2% | +67.0% | +6.1% | +32.2% |
| 5Y | +230.1% | +64.5% | +165.6% | +147.5% |
| 10Y | +67.4% | +182.6% | -115.2% | +5.5% |
| All | +152.6% | +212.5% | -59.9% | +56.8% |
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