+125.6%
ULTA vs PTC
+205.0%
-79.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.5% |
| 7D | -3.1% | -7.3% | +4.2% | -0.3% |
| 30D | +2.8% | -11.6% | +14.4% | +7.2% |
| 3M | +14.8% | +10.5% | +4.3% | +9.5% |
| 6M | -16.2% | -17.8% | +1.6% | -11.2% |
| YTD | -9.6% | -24.9% | +15.3% | -1.2% |
| 1Y | +4.8% | -36.8% | +41.6% | +22.3% |
| 3Y | +30.7% | -8.7% | +39.4% | +27.8% |
| 5Y | +45.9% | +4.1% | +41.8% | +31.9% |
| All | +125.6% | +205.0% | -79.4% | +35.4% |
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