+46.9%
ULTA vs PEGA
-45.0%
+91.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.8% |
| 7D | -3.1% | -3.0% | -0.1% | -2.6% |
| 30D | +2.8% | +15.9% | -13.1% | 0.0% |
| 3M | +14.8% | +10.8% | +3.9% | +12.0% |
| 6M | -16.2% | -16.5% | +0.3% | -14.4% |
| YTD | -9.6% | -39.0% | +29.4% | -2.8% |
| 1Y | +4.8% | -37.3% | +42.0% | +11.6% |
| 3Y | +30.7% | +59.2% | -28.5% | +11.5% |
| All | +46.9% | -45.0% | +91.8% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling