+362.2%
PBF vs UTHR
+310.6%
+51.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.8% |
| 7D | +1.4% | +3.0% | -1.6% | +0.5% |
| 30D | +15.8% | -4.3% | +20.2% | +17.1% |
| 3M | +90.3% | -8.4% | +98.6% | +94.2% |
| 6M | +102.8% | -4.2% | +107.0% | +102.3% |
| YTD | +187.3% | +4.0% | +183.3% | +175.6% |
| 1Y | +161.8% | +25.5% | +136.3% | +135.3% |
| 3Y | +55.5% | +125.1% | -69.7% | +5.6% |
| 5Y | +801.9% | +140.3% | +661.6% | +473.9% |
| 10Y | +362.2% | +322.5% | +39.7% | +86.6% |
| All | +362.2% | +310.6% | +51.7% | +86.6% |
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