+646.9%
PSA vs ULTA
+1,560.4%
-913.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -2.2% | -1.8% | -0.4% | -1.8% |
| 30D | -9.6% | -1.2% | -8.3% | -9.5% |
| 3M | -7.9% | +13.4% | -21.3% | -10.9% |
| 6M | -2.0% | -15.6% | +13.6% | +1.1% |
| YTD | +15.7% | -10.4% | +26.2% | +17.6% |
| 1Y | +5.8% | +5.5% | +0.3% | +2.9% |
| 3Y | +21.6% | +31.0% | -9.4% | +9.2% |
| 5Y | +13.1% | +41.8% | -28.7% | -2.8% |
| 10Y | +101.3% | +127.0% | -25.7% | +35.9% |
| All | +646.9% | +1,560.4% | -913.4% | +50.0% |
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