+6.5%
ULTA vs PENG
+118.5%
-112.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +1.2% |
| 7D | +9.0% | +4.5% | +4.5% | +9.0% |
| 30D | +4.6% | -7.1% | +11.7% | +4.5% |
| 3M | +22.0% | -27.3% | +49.2% | +21.9% |
| 6M | -14.7% | +169.6% | -184.3% | -23.7% |
| YTD | -6.8% | +164.6% | -171.4% | -16.8% |
| 1Y | +6.5% | +109.5% | -102.9% | -4.5% |
| All | +6.5% | +118.5% | -112.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling