+294.0%
PCAR vs UTHR
+382.4%
-88.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.3% |
| 7D | +0.1% | -6.1% | +6.2% | +1.0% |
| 30D | -4.6% | +3.1% | -7.7% | -5.1% |
| 3M | -22.6% | +5.5% | -28.0% | -23.4% |
| 6M | -12.0% | -5.8% | -6.1% | -11.5% |
| YTD | -6.1% | +15.3% | -21.4% | -9.0% |
| 1Y | +6.3% | +23.8% | -17.5% | +1.8% |
| 3Y | +31.8% | +146.3% | -114.5% | +8.9% |
| 5Y | +104.2% | +177.8% | -73.6% | +62.2% |
| All | +294.0% | +382.4% | -88.4% | +157.8% |
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