-21.9%
PINS vs ULTA
+53.3%
-75.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.6% | +0.6% |
| 7D | -6.6% | -3.1% | -3.5% | -5.5% |
| 30D | -16.8% | +2.8% | -19.6% | -18.0% |
| 3M | -11.4% | +14.8% | -26.2% | -16.5% |
| 6M | -1.7% | -16.2% | +14.5% | +3.8% |
| YTD | -26.4% | -9.6% | -16.8% | -25.1% |
| 1Y | -45.5% | +4.8% | -50.3% | -48.2% |
| 3Y | -31.7% | +30.7% | -62.4% | -43.8% |
| 5Y | -64.9% | +45.9% | -110.8% | -72.7% |
| All | -21.9% | +53.3% | -75.2% | -51.9% |
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