+359.1%
PCAR vs UTHR
+308.5%
+50.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.1% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | -7.7% | -7.6% | -0.1% | -6.7% |
| 3M | +3.7% | -8.6% | +12.3% | +5.0% |
| 6M | +2.3% | +4.1% | -1.8% | +1.1% |
| YTD | +12.8% | +2.2% | +10.6% | +11.6% |
| 1Y | +27.8% | +26.2% | +1.6% | +21.8% |
| 3Y | +61.8% | +121.2% | -59.4% | +35.9% |
| 5Y | +168.2% | +136.5% | +31.7% | +118.6% |
| 10Y | +359.1% | +300.1% | +59.0% | +201.8% |
| All | +359.1% | +308.5% | +50.5% | +201.8% |
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