+29.5%
ULTA vs PTC
-10.6%
+40.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +1.9% | -0.5% |
| 7D | -1.8% | -13.6% | +11.8% | +1.8% |
| 30D | -1.2% | -14.7% | +13.4% | +2.5% |
| 3M | +13.4% | -5.9% | +19.3% | +14.1% |
| 6M | -15.6% | -21.1% | +5.5% | -10.7% |
| YTD | -10.4% | -26.0% | +15.6% | -3.5% |
| 1Y | +5.5% | -36.8% | +42.3% | +19.7% |
| All | +29.5% | -10.6% | +40.1% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling