+1,812.9%
ULTA vs PTC
+687.8%
+1,125.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.3% | +4.0% |
| 7D | +9.0% | -10.3% | +19.3% | +14.2% |
| 30D | +4.6% | +1.1% | +3.4% | +3.4% |
| 3M | +22.0% | +1.6% | +20.4% | +19.2% |
| 6M | -14.7% | -13.5% | -1.2% | -10.8% |
| YTD | -6.8% | -19.1% | +12.3% | -0.1% |
| 1Y | +6.5% | -33.9% | +40.4% | +24.7% |
| 3Y | +35.6% | -3.9% | +39.5% | +29.5% |
| 5Y | +47.6% | +6.0% | +41.6% | +30.8% |
| 10Y | +128.9% | +223.7% | -94.8% | +3.0% |
| All | +1,812.9% | +687.8% | +1,125.1% | +273.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling