+174.8%
ULTA vs PTC
+312.5%
-137.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +11.5% | +1.2% | +10.3% | +11.1% |
| 3M | +28.1% | +27.4% | +0.8% | +15.1% |
| 6M | +34.2% | +39.2% | -5.0% | +15.3% |
| YTD | +9.2% | +12.5% | -3.3% | +1.2% |
| 1Y | +23.7% | +12.3% | +11.5% | +14.6% |
| 3Y | +69.2% | +28.8% | +40.4% | +43.9% |
| 5Y | +66.6% | +60.9% | +5.7% | +26.5% |
| All | +174.8% | +312.5% | -137.7% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling