+178.3%
PAAS vs UTHR
+347.5%
-169.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.5% |
| 7D | +8.4% | -6.1% | +14.5% | +9.2% |
| 30D | -7.2% | +3.1% | -10.3% | -7.6% |
| 3M | -14.0% | +5.5% | -19.5% | -14.8% |
| 6M | -26.8% | -5.8% | -20.9% | -26.4% |
| YTD | -19.8% | +15.3% | -35.1% | -21.7% |
| 1Y | +22.8% | +23.8% | -1.0% | +18.8% |
| 3Y | +183.6% | +146.3% | +37.3% | +143.9% |
| 5Y | +73.8% | +177.8% | -104.0% | +44.9% |
| All | +178.3% | +347.5% | -169.2% | +121.8% |
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