+32.8%
ULTA vs PENG
+111.6%
-78.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.6% |
| 7D | +0.7% | +7.8% | -7.1% | +0.1% |
| 30D | -2.8% | -12.2% | +9.4% | -2.1% |
| 3M | +18.7% | -20.6% | +39.3% | +18.9% |
| 6M | -15.0% | +180.9% | -196.0% | -27.4% |
| YTD | -9.2% | +162.3% | -171.5% | -22.1% |
| 1Y | +5.7% | +107.3% | -101.6% | -7.4% |
| 3Y | +32.8% | +110.8% | -78.0% | +9.4% |
| All | +32.8% | +111.6% | -78.9% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling