+1,812.9%
ULTA vs PEGA
+1,267.1%
+545.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.5% |
| 7D | +9.0% | +3.3% | +5.7% | +8.1% |
| 30D | +4.6% | +17.7% | -13.2% | -0.1% |
| 3M | +22.0% | +5.8% | +16.2% | +18.9% |
| 6M | -14.7% | -20.3% | +5.6% | -10.9% |
| YTD | -6.8% | -37.1% | +30.4% | +2.5% |
| 1Y | +6.5% | -30.2% | +36.7% | +13.1% |
| 3Y | +35.6% | +48.1% | -12.5% | +8.5% |
| 5Y | +47.6% | -46.8% | +94.4% | +51.3% |
| 10Y | +128.9% | +191.3% | -62.4% | +36.7% |
| All | +1,812.9% | +1,267.1% | +545.9% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling