+512.2%
PAYC vs UTHR
+364.7%
+147.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +4.9% | +5.2% | -0.3% | +3.6% |
| 30D | +4.1% | +9.5% | -5.3% | +2.0% |
| 3M | +11.5% | +17.9% | -6.5% | +6.8% |
| 6M | +85.3% | +2.0% | +83.3% | +83.7% |
| YTD | +57.3% | +21.3% | +35.9% | +47.7% |
| 1Y | +52.6% | +27.9% | +24.7% | +41.3% |
| 3Y | +48.3% | +162.3% | -114.1% | +6.4% |
| 5Y | -47.8% | +190.7% | -238.6% | -64.9% |
| All | +512.2% | +364.7% | +147.5% | +224.6% |
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