+100.0%
PBR vs UTHR
+125.3%
-25.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.4% |
| 7D | +0.3% | +3.0% | -2.7% | +0.2% |
| 30D | +17.5% | -4.3% | +21.8% | +17.7% |
| 3M | +20.9% | -8.4% | +29.3% | +21.3% |
| 6M | +20.2% | -4.2% | +24.5% | +20.3% |
| YTD | +84.3% | +4.0% | +80.3% | +83.4% |
| 1Y | +77.1% | +25.5% | +51.6% | +74.5% |
| All | +100.0% | +125.3% | -25.3% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling