+40.1%
PYPL vs ULTA
+132.3%
-92.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.2% |
| 7D | -2.3% | -3.1% | +0.8% | -1.4% |
| 30D | -9.0% | +2.8% | -11.8% | -9.8% |
| 3M | +30.6% | +14.8% | +15.8% | +25.1% |
| 6M | +18.6% | -16.2% | +34.8% | +23.6% |
| YTD | -7.2% | -9.6% | +2.5% | -5.7% |
| 1Y | -19.3% | +4.8% | -24.0% | -21.8% |
| 3Y | -12.3% | +30.7% | -43.0% | -23.0% |
| 5Y | -80.9% | +45.9% | -126.8% | -83.8% |
| All | +40.1% | +132.3% | -92.2% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling