-12.3%
PYPL vs ULTA
+31.2%
-43.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.2% |
| 7D | -2.3% | -3.1% | +0.8% | -1.5% |
| 30D | -9.0% | +2.8% | -11.8% | -9.6% |
| 3M | +30.6% | +14.8% | +15.8% | +25.9% |
| 6M | +18.6% | -16.2% | +34.8% | +23.0% |
| YTD | -7.2% | -9.6% | +2.5% | -6.1% |
| 1Y | -19.3% | +4.8% | -24.0% | -21.9% |
| 3Y | -12.3% | +30.7% | -43.0% | -30.7% |
| All | -12.3% | +31.2% | -43.5% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling