+202.7%
PAAS vs UTHR
+308.5%
-105.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | +2.0% | -2.9% | +4.9% | +2.4% |
| 30D | -0.1% | -7.6% | +7.5% | +0.9% |
| 3M | +8.2% | -8.6% | +16.8% | +9.5% |
| 6M | -13.8% | +4.1% | -17.9% | -14.3% |
| YTD | -0.6% | +2.2% | -2.8% | -1.3% |
| 1Y | +44.0% | +26.2% | +17.8% | +39.0% |
| 3Y | +246.6% | +121.2% | +125.4% | +201.9% |
| 5Y | +116.1% | +136.5% | -20.5% | +83.9% |
| 10Y | +202.7% | +300.1% | -97.4% | +136.1% |
| All | +202.7% | +308.5% | -105.8% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 10y: compounded portfolio wealth divided by compounded UTHR 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…
10y analysis · Full analysis span regression · 6 months rolling