-31.8%
PNR vs ULTA
+27.7%
-59.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +2.5% |
| 7D | +11.9% | +6.7% | +5.2% | +10.5% |
| 30D | +37.1% | +21.7% | +15.4% | +32.4% |
| 3M | +5.7% | +21.5% | -15.8% | +2.0% |
| 6M | -5.7% | +27.5% | -33.2% | -10.4% |
| YTD | -29.8% | +9.2% | -39.0% | -33.1% |
| 1Y | -31.8% | +27.9% | -59.7% | -37.1% |
| All | -31.8% | +27.7% | -59.5% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling