+1,988.2%
PWR vs ULTA
+1,583.0%
+405.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.6% | +5.0% | +3.1% |
| 7D | +4.5% | +0.7% | +3.9% | +4.3% |
| 30D | -4.9% | -2.8% | -2.1% | -4.4% |
| 3M | -7.9% | +18.7% | -26.6% | -12.9% |
| 6M | +18.3% | -15.0% | +33.4% | +22.4% |
| YTD | +51.5% | -9.2% | +60.7% | +53.6% |
| 1Y | +70.3% | +5.7% | +64.7% | +64.4% |
| 3Y | +210.6% | +32.8% | +177.8% | +171.4% |
| 5Y | +456.7% | +46.0% | +410.7% | +365.5% |
| 10Y | +2,396.1% | +125.5% | +2,270.6% | +1,592.9% |
| All | +1,988.2% | +1,583.0% | +405.2% | +410.3% |
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