+469.4%
PWR vs ULTA
+44.7%
+424.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.1% | +4.6% |
| 7D | +4.2% | -3.1% | +7.3% | +5.1% |
| 30D | -4.0% | +2.8% | -6.8% | -5.0% |
| 3M | -4.8% | +14.8% | -19.5% | -8.9% |
| 6M | +14.6% | -16.2% | +30.9% | +19.5% |
| YTD | +54.2% | -9.6% | +63.9% | +57.0% |
| 1Y | +67.1% | +4.8% | +62.3% | +61.8% |
| 3Y | +218.5% | +30.7% | +187.8% | +173.1% |
| All | +469.4% | +44.7% | +424.8% | +338.0% |
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 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