+1,754.1%
ULTA vs PPG
+326.4%
+1,427.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.8% |
| 7D | -3.1% | -6.2% | +3.2% | +0.8% |
| 30D | +2.8% | -7.9% | +10.7% | +8.0% |
| 3M | +14.8% | -10.2% | +25.0% | +21.9% |
| 6M | -16.2% | +2.7% | -18.9% | -19.1% |
| YTD | -9.6% | +4.9% | -14.5% | -14.8% |
| 1Y | +4.8% | -3.2% | +8.0% | +3.5% |
| 3Y | +30.7% | -17.0% | +47.7% | +39.6% |
| 5Y | +45.9% | -23.3% | +69.2% | +57.6% |
| 10Y | +129.0% | +26.4% | +102.6% | +69.2% |
| All | +1,754.1% | +326.4% | +1,427.7% | +411.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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