+66.2%
PWR vs ULTA
+6.6%
+59.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +3.6% | +9.0% | -5.4% | +2.8% |
| 30D | -8.6% | +4.6% | -13.1% | -8.7% |
| 3M | -13.2% | +22.0% | -35.1% | -15.0% |
| 6M | +9.9% | -14.7% | +24.6% | +13.2% |
| YTD | +48.0% | -6.8% | +54.8% | +51.3% |
| 1Y | +66.2% | +6.5% | +59.6% | +70.1% |
| All | +66.2% | +6.6% | +59.5% | +70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling