+276.9%
PCAR vs UTHR
+349.3%
-72.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | +3.5% | -2.1% | +5.6% | +3.8% |
| 30D | -2.3% | +7.2% | -9.5% | -3.3% |
| 3M | -19.3% | +11.1% | -30.5% | -20.8% |
| 6M | -7.1% | +4.2% | -11.3% | -8.0% |
| YTD | -2.8% | +20.8% | -23.6% | -6.4% |
| 1Y | +9.3% | +29.7% | -20.4% | +4.0% |
| 3Y | +33.5% | +164.1% | -130.6% | +9.4% |
| 5Y | +112.6% | +190.7% | -78.0% | +68.2% |
| 10Y | +276.9% | +355.4% | -78.5% | +155.0% |
| All | +276.9% | +349.3% | -72.4% | +155.0% |
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 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