-16.4%
PINS vs ULTA
+58.2%
-74.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.6% |
| 7D | -12.0% | +9.0% | -21.0% | -15.0% |
| 30D | -12.7% | +4.6% | -17.2% | -14.5% |
| 3M | -5.5% | +22.0% | -27.5% | -13.1% |
| 6M | +5.3% | -14.7% | +20.0% | +10.3% |
| YTD | -21.2% | -6.8% | -14.4% | -20.7% |
| 1Y | -45.0% | +6.5% | -51.6% | -48.1% |
| 3Y | -26.2% | +35.6% | -61.8% | -40.1% |
| 5Y | -64.0% | +47.6% | -111.6% | -72.1% |
| All | -16.4% | +58.2% | -74.6% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling