+236.2%
ULTA vs PFGC
+409.4%
-173.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.8% | -2.0% |
| 7D | +0.7% | -2.4% | +3.1% | +1.5% |
| 30D | -2.8% | -15.8% | +12.9% | +3.2% |
| 3M | +18.7% | -0.6% | +19.3% | +18.6% |
| 6M | -15.0% | +10.7% | -25.7% | -18.6% |
| YTD | -9.2% | +7.6% | -16.9% | -12.9% |
| 1Y | +5.7% | -7.8% | +13.5% | +6.9% |
| 3Y | +32.8% | +63.7% | -31.0% | +7.9% |
| 5Y | +46.0% | +112.3% | -66.3% | +5.3% |
| 10Y | +125.5% | +286.7% | -161.2% | +27.2% |
| All | +236.2% | +409.4% | -173.2% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling