+42.9%
ULTA vs PFG
+108.9%
-66.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.5% |
| 7D | -3.9% | -3.0% | -0.9% | -2.6% |
| 30D | -1.1% | +2.5% | -3.5% | -2.2% |
| 3M | +13.8% | +6.1% | +7.7% | +10.4% |
| 6M | -17.2% | +31.3% | -48.5% | -27.0% |
| YTD | -11.5% | +33.6% | -45.0% | -22.7% |
| 1Y | +3.9% | +48.5% | -44.6% | -13.7% |
| 3Y | +29.5% | +69.6% | -40.1% | -0.3% |
| 5Y | +42.9% | +111.5% | -68.6% | -5.0% |
| All | +42.9% | +108.9% | -66.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling