+330.8%
PBF vs UTHR
+862.1%
-531.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +4.3% | -5.4% | +9.7% | +5.8% |
| 30D | +22.0% | -6.0% | +28.0% | +23.7% |
| 3M | +74.5% | -11.0% | +85.5% | +79.1% |
| 6M | +67.7% | -0.5% | +68.2% | +64.6% |
| YTD | +179.2% | +0.1% | +179.1% | +171.8% |
| 1Y | +170.0% | +28.2% | +141.8% | +143.9% |
| 3Y | +66.4% | +113.8% | -47.4% | +21.8% |
| 5Y | +764.5% | +131.3% | +633.2% | +500.2% |
| 10Y | +358.5% | +296.7% | +61.8% | +147.0% |
| All | +330.8% | +862.1% | -531.3% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling