-81.2%
PATH vs UTHR
+179.2%
-260.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.5% |
| 7D | -2.7% | -2.3% | -0.4% | -2.5% |
| 30D | -3.7% | +6.1% | -9.8% | -4.3% |
| 3M | -13.8% | +8.1% | -21.8% | -14.6% |
| 6M | +20.3% | +3.1% | +17.2% | +19.6% |
| YTD | -20.8% | +19.5% | -40.3% | -22.9% |
| 1Y | -9.2% | +29.7% | -39.0% | -12.5% |
| 3Y | -21.8% | +162.7% | -184.5% | -32.9% |
| 5Y | -77.4% | +192.8% | -270.2% | -81.4% |
| All | -81.2% | +179.2% | -260.4% | -81.8% |
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