+244.9%
PNR vs ULTA
+1,541.3%
-1,296.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.1% |
| 7D | -5.5% | -3.9% | -1.6% | -4.5% |
| 30D | -15.6% | -1.1% | -14.5% | -15.4% |
| 3M | -20.2% | +13.8% | -34.0% | -23.0% |
| 6M | -36.6% | -17.2% | -19.4% | -33.9% |
| YTD | -45.0% | -11.5% | -33.5% | -43.8% |
| 1Y | -47.4% | +3.9% | -51.4% | -48.7% |
| 3Y | -13.7% | +29.5% | -43.2% | -22.6% |
| 5Y | -20.8% | +42.9% | -63.7% | -31.7% |
| 10Y | +65.2% | +124.4% | -59.2% | +18.3% |
| All | +244.9% | +1,541.3% | -1,296.4% | +10.0% |
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