+367.0%
PSX vs ULTA
+39.1%
+327.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.7% |
| 7D | +1.5% | -3.9% | +5.4% | +2.1% |
| 30D | +15.8% | -1.1% | +16.9% | +15.9% |
| 3M | +43.0% | +13.8% | +29.2% | +39.7% |
| 6M | +61.1% | -17.2% | +78.3% | +65.2% |
| YTD | +104.5% | -11.5% | +116.0% | +107.0% |
| 1Y | +102.5% | +3.9% | +98.6% | +98.4% |
| 3Y | +133.5% | +29.5% | +104.0% | +112.0% |
| 5Y | +367.0% | +42.9% | +324.0% | +302.7% |
| All | +367.0% | +39.1% | +327.8% | +302.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling