+1,716.3%
ULTA vs PSKY
-46.1%
+1,762.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.6% |
| 7D | -3.9% | -6.0% | +2.1% | -2.1% |
| 30D | -1.1% | +10.7% | -11.7% | -4.2% |
| 3M | +13.8% | +1.2% | +12.6% | +12.7% |
| 6M | -17.2% | +1.5% | -18.7% | -18.8% |
| YTD | -11.5% | -21.8% | +10.3% | -7.5% |
| 1Y | +3.9% | -30.2% | +34.1% | +9.7% |
| 3Y | +29.5% | -20.1% | +49.6% | +16.2% |
| 5Y | +42.9% | -70.5% | +113.4% | +66.4% |
| 10Y | +124.4% | -75.2% | +199.6% | +123.8% |
| All | +1,716.3% | -46.1% | +1,762.5% | +1,525.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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