+804.0%
PBF vs UTHR
+139.1%
+665.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.1% | +3.1% |
| 7D | +2.4% | -2.9% | +5.2% | +2.6% |
| 30D | +24.9% | -7.6% | +32.5% | +25.7% |
| 3M | +81.9% | -8.6% | +90.4% | +83.0% |
| 6M | +79.4% | +4.1% | +75.2% | +76.5% |
| YTD | +188.3% | +2.2% | +186.1% | +183.4% |
| 1Y | +177.3% | +26.2% | +151.1% | +163.0% |
| 3Y | +56.0% | +121.2% | -65.2% | +30.2% |
| 5Y | +804.0% | +136.5% | +667.5% | +676.1% |
| All | +804.0% | +139.1% | +665.0% | +676.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling