-57.3%
PINS vs ULTA
+67.7%
-125.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -9.4% | -0.2% | -9.1% | -9.3% |
| 30D | -10.2% | +16.1% | -26.4% | -15.6% |
| 3M | -19.0% | +21.7% | -40.8% | -25.6% |
| 6M | -7.4% | +28.7% | -36.1% | -17.3% |
| YTD | -25.7% | +8.9% | -34.7% | -29.9% |
| 1Y | -29.7% | +26.1% | -55.8% | -38.5% |
| 3Y | -38.1% | +69.1% | -107.2% | -58.0% |
| 5Y | -57.3% | +66.6% | -123.9% | -74.1% |
| All | -57.3% | +67.7% | -125.0% | -74.1% |
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 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