+378.1%
PSX vs ULTA
+132.3%
+245.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.3% |
| 7D | +1.7% | -3.1% | +4.8% | +2.7% |
| 30D | +15.6% | +2.8% | +12.8% | +14.3% |
| 3M | +46.5% | +14.8% | +31.7% | +39.3% |
| 6M | +55.0% | -16.2% | +71.2% | +61.3% |
| YTD | +105.3% | -9.6% | +114.9% | +107.8% |
| 1Y | +101.6% | +4.8% | +96.8% | +93.1% |
| 3Y | +134.1% | +30.7% | +103.5% | +98.7% |
| 5Y | +368.7% | +45.9% | +322.8% | +263.5% |
| All | +378.1% | +132.3% | +245.8% | +185.0% |
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 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