+125.6%
ULTA vs PFGC
+292.9%
-167.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -3.1% | -4.8% | +1.7% | -1.3% |
| 30D | +2.8% | -12.5% | +15.3% | +7.9% |
| 3M | +14.8% | -9.7% | +24.5% | +18.8% |
| 6M | -16.2% | +7.0% | -23.2% | -18.9% |
| YTD | -9.6% | +4.5% | -14.1% | -12.4% |
| 1Y | +4.8% | -11.6% | +16.4% | +7.7% |
| 3Y | +30.7% | +58.5% | -27.8% | +6.6% |
| 5Y | +45.9% | +112.6% | -66.7% | +3.8% |
| All | +125.6% | +292.9% | -167.3% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling