+125.6%
ULTA vs PEGA
+184.6%
-59.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.7% |
| 7D | -3.1% | -3.0% | -0.1% | -2.3% |
| 30D | +2.8% | +15.9% | -13.1% | -1.1% |
| 3M | +14.8% | +10.8% | +3.9% | +10.9% |
| 6M | -16.2% | -16.5% | +0.3% | -13.7% |
| YTD | -9.6% | -39.0% | +29.4% | -0.2% |
| 1Y | +4.8% | -37.3% | +42.0% | +14.2% |
| 3Y | +30.7% | +59.2% | -28.5% | +2.3% |
| 5Y | +45.9% | -44.9% | +90.8% | +58.5% |
| All | +125.6% | +184.6% | -59.1% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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