+6.5%
ULTA vs PTC
-33.3%
+39.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +1.9% |
| 7D | +9.0% | -10.3% | +19.3% | +10.3% |
| 30D | +4.6% | +1.1% | +3.4% | +4.2% |
| 3M | +22.0% | +1.6% | +20.4% | +20.5% |
| 6M | -14.7% | -13.5% | -1.2% | -14.3% |
| YTD | -6.8% | -19.1% | +12.3% | -5.9% |
| 1Y | +6.5% | -33.9% | +40.4% | +14.3% |
| All | +6.5% | -33.3% | +39.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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