+313.1%
PBF vs UTHR
+1,070.7%
-757.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +4.3% | +4.9% | -0.6% | +3.0% |
| 30D | -21.8% | +9.2% | -31.0% | -23.6% |
| 3M | +1.7% | +15.9% | -14.2% | -2.6% |
| 6M | +69.8% | +2.0% | +67.8% | +67.4% |
| YTD | +167.7% | +21.8% | +146.0% | +146.8% |
| 1Y | +89.0% | +28.6% | +60.4% | +71.3% |
| 3Y | +78.8% | +166.2% | -87.5% | +23.2% |
| 5Y | +415.4% | +191.8% | +223.6% | +235.3% |
| 10Y | +263.1% | +367.2% | -104.1% | +86.4% |
| All | +313.1% | +1,070.7% | -757.6% | +62.0% |
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