+255.2%
PBF vs UTHR
+362.9%
-107.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +5.5% |
| 7D | -4.0% | -2.1% | -1.9% | -3.4% |
| 30D | -18.0% | +8.3% | -26.3% | -19.8% |
| 3M | +0.9% | +15.5% | -14.6% | -3.5% |
| 6M | +65.7% | +4.5% | +61.2% | +62.2% |
| YTD | +161.9% | +22.2% | +139.6% | +139.7% |
| 1Y | +77.8% | +29.7% | +48.1% | +59.5% |
| 3Y | +74.9% | +167.3% | -92.4% | +14.2% |
| 5Y | +423.4% | +196.5% | +226.9% | +214.8% |
| 10Y | +255.2% | +369.0% | -113.9% | +47.8% |
| All | +255.2% | +362.9% | -107.8% | +47.8% |
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