+169.5%
PR vs ULTA
+173.4%
-3.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | +2.9% | +9.0% | -6.1% | 0.0% |
| 30D | +18.0% | +4.6% | +13.5% | +15.9% |
| 3M | +16.9% | +22.0% | -5.1% | +8.4% |
| 6M | +28.2% | -14.7% | +42.9% | +33.0% |
| YTD | +69.3% | -6.8% | +76.1% | +69.5% |
| 1Y | +69.5% | +6.5% | +63.0% | +60.6% |
| 3Y | +81.7% | +35.6% | +46.1% | +49.8% |
| 5Y | +422.2% | +47.6% | +374.6% | +304.6% |
| 10Y | +110.4% | +128.9% | -18.5% | +39.1% |
| All | +169.5% | +173.4% | -3.9% | +75.6% |
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