-21.5%
PINS vs ULTA
+85.3%
-106.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | +1.0% | +2.5% | -1.5% | 0.0% |
| 30D | -12.0% | +11.5% | -23.5% | -15.7% |
| 3M | -17.9% | +28.1% | -46.0% | -25.7% |
| 6M | -1.0% | +34.2% | -35.3% | -12.6% |
| YTD | -26.0% | +9.2% | -35.2% | -30.1% |
| 1Y | -28.5% | +23.7% | -52.2% | -36.1% |
| 3Y | -39.2% | +69.2% | -108.4% | -54.9% |
| 5Y | -58.3% | +66.6% | -125.0% | -69.1% |
| All | -21.5% | +85.3% | -106.8% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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