+1,762.4%
ULTA vs PFG
+236.1%
+1,526.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | +0.7% | +6.0% | -5.3% | -1.7% |
| 30D | -2.8% | +2.2% | -5.0% | -3.8% |
| 3M | +18.7% | +10.4% | +8.3% | +13.7% |
| 6M | -15.0% | +27.8% | -42.8% | -23.1% |
| YTD | -9.2% | +33.6% | -42.9% | -19.5% |
| 1Y | +5.7% | +49.3% | -43.6% | -10.4% |
| 3Y | +32.8% | +69.7% | -37.0% | +6.0% |
| 5Y | +46.0% | +111.3% | -65.4% | +5.2% |
| 10Y | +125.5% | +240.3% | -114.8% | +31.9% |
| All | +1,762.4% | +236.1% | +1,526.4% | +776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling