+3.9%
ULTA vs PTC
-37.0%
+40.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -3.9% | -14.2% | +10.4% | -2.2% |
| 30D | -1.1% | -14.4% | +13.4% | +0.6% |
| 3M | +13.8% | -4.7% | +18.5% | +13.3% |
| 6M | -17.2% | -19.3% | +2.1% | -16.1% |
| YTD | -11.5% | -26.1% | +14.6% | -9.8% |
| 1Y | +3.9% | -37.1% | +41.0% | +13.0% |
| All | +3.9% | -37.0% | +40.9% | +13.0% |
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