+285.9%
PCAR vs UTHR
+366.4%
-80.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +2.1% | +4.9% | -2.8% | +1.4% |
| 30D | -1.2% | +9.2% | -10.4% | -2.5% |
| 3M | -18.6% | +15.9% | -34.5% | -20.6% |
| 6M | -5.1% | +2.0% | -7.1% | -5.7% |
| YTD | -1.8% | +21.8% | -23.5% | -5.5% |
| 1Y | +10.6% | +28.6% | -17.9% | +5.5% |
| 3Y | +34.9% | +166.2% | -131.3% | +10.4% |
| 5Y | +114.0% | +191.8% | -77.8% | +69.2% |
| All | +285.9% | +366.4% | -80.5% | +161.7% |
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