-20.3%
PNR vs ULTA
+44.7%
-65.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.9% |
| 7D | -6.0% | -3.1% | -3.0% | -5.1% |
| 30D | -14.0% | +2.8% | -16.8% | -14.8% |
| 3M | -21.7% | +14.8% | -36.5% | -25.1% |
| 6M | -37.3% | -16.2% | -21.1% | -34.5% |
| YTD | -45.1% | -9.6% | -35.5% | -44.2% |
| 1Y | -49.1% | +4.8% | -53.9% | -51.0% |
| 3Y | -14.8% | +30.7% | -45.5% | -27.2% |
| All | -20.3% | +44.7% | -65.0% | -38.2% |
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