-63.5%
PINS vs ULTA
+46.0%
-109.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.4% | -0.3% |
| 7D | -5.2% | +0.7% | -5.9% | -5.5% |
| 30D | -14.9% | -2.8% | -12.1% | -14.3% |
| 3M | -8.4% | +18.7% | -27.1% | -15.0% |
| 6M | +0.6% | -15.0% | +15.7% | +5.9% |
| YTD | -22.2% | -9.2% | -13.0% | -20.9% |
| 1Y | -46.9% | +5.7% | -52.6% | -50.0% |
| 3Y | -26.9% | +32.8% | -59.7% | -43.0% |
| All | -63.5% | +46.0% | -109.5% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling