+4.8%
ULTA vs PFGC
-10.1%
+14.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | -3.1% | -4.8% | +1.7% | -2.7% |
| 30D | +2.8% | -12.5% | +15.3% | +3.9% |
| 3M | +14.8% | -9.7% | +24.5% | +15.9% |
| 6M | -16.2% | +7.0% | -23.2% | -15.9% |
| YTD | -9.6% | +4.5% | -14.1% | -9.4% |
| 1Y | +4.8% | -11.6% | +16.4% | +7.2% |
| All | +4.8% | -10.1% | +14.8% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling