-21.6%
PINS vs ULTA
+82.5%
-104.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.1% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | -14.5% | +12.4% | -27.0% | -18.4% |
| 3M | -16.5% | +22.4% | -38.9% | -23.1% |
| 6M | -7.0% | +28.9% | -35.9% | -16.5% |
| YTD | -26.1% | +7.6% | -33.7% | -29.8% |
| 1Y | -30.0% | +21.6% | -51.6% | -37.1% |
| 3Y | -38.5% | +67.0% | -105.5% | -54.2% |
| 5Y | -58.4% | +64.2% | -122.6% | -69.0% |
| All | -21.6% | +82.5% | -104.2% | -54.9% |
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