+1,131.3%
PSX vs ULTA
+487.7%
+643.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.3% |
| 7D | +2.8% | +0.7% | +2.2% | +2.6% |
| 30D | +27.8% | -2.8% | +30.6% | +28.4% |
| 3M | +42.0% | +18.7% | +23.4% | +34.5% |
| 6M | +58.1% | -15.0% | +73.1% | +63.1% |
| YTD | +105.0% | -9.2% | +114.2% | +107.1% |
| 1Y | +104.9% | +5.7% | +99.3% | +97.0% |
| 3Y | +134.1% | +32.8% | +101.3% | +102.8% |
| 5Y | +363.8% | +46.0% | +317.9% | +276.6% |
| 10Y | +370.1% | +125.5% | +244.6% | +210.8% |
| All | +1,131.3% | +487.7% | +643.6% | +566.1% |
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