+134.1%
PSX vs ULTA
+31.2%
+102.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | +1.7% | -3.1% | +4.8% | +2.1% |
| 30D | +15.6% | +2.8% | +12.8% | +15.2% |
| 3M | +46.5% | +14.8% | +31.7% | +43.5% |
| 6M | +55.0% | -16.2% | +71.2% | +58.6% |
| YTD | +105.3% | -9.6% | +114.9% | +107.2% |
| 1Y | +101.6% | +4.8% | +96.8% | +97.7% |
| 3Y | +134.1% | +30.7% | +103.5% | +108.6% |
| All | +134.1% | +31.2% | +102.9% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling