+5.5%
ULTA vs PENG
+106.3%
-100.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -1.8% | +7.3% | -9.1% | -1.8% |
| 30D | -1.2% | -7.5% | +6.2% | -1.3% |
| 3M | +13.4% | -17.2% | +30.6% | +12.6% |
| 6M | -15.6% | +176.7% | -192.4% | -24.7% |
| YTD | -10.4% | +161.0% | -171.5% | -20.0% |
| 1Y | +5.5% | +108.8% | -103.4% | -7.2% |
| All | +5.5% | +106.3% | -100.9% | -7.2% |
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