-14.8%
PNR vs ULTA
+31.2%
-46.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.8% |
| 7D | -6.0% | -3.1% | -3.0% | -5.3% |
| 30D | -14.0% | +2.8% | -16.8% | -14.6% |
| 3M | -21.7% | +14.8% | -36.5% | -24.5% |
| 6M | -37.3% | -16.2% | -21.1% | -35.2% |
| YTD | -45.1% | -9.6% | -35.5% | -44.5% |
| 1Y | -49.1% | +4.8% | -53.9% | -50.7% |
| 3Y | -14.8% | +30.7% | -45.5% | -29.4% |
| All | -14.8% | +31.2% | -46.1% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling