+101.1%
ULTA vs PENG
+762.7%
-661.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +0.3% |
| 7D | +9.0% | +4.5% | +4.5% | +8.2% |
| 30D | +4.6% | -7.1% | +11.7% | +5.3% |
| 3M | +22.0% | -27.3% | +49.2% | +24.0% |
| 6M | -14.7% | +169.6% | -184.3% | -31.8% |
| YTD | -6.8% | +164.6% | -171.4% | -25.6% |
| 1Y | +6.5% | +109.5% | -102.9% | -12.2% |
| 3Y | +35.6% | +98.9% | -63.3% | +4.4% |
| 5Y | +47.6% | +116.3% | -68.6% | +8.0% |
| All | +101.1% | +762.7% | -661.6% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling