+293.0%
PCAR vs UTHR
+363.8%
-70.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | 0.0% | +3.1% |
| 7D | +2.9% | -2.3% | +5.2% | +3.2% |
| 30D | -2.1% | +6.1% | -8.2% | -3.0% |
| 3M | -20.4% | +8.1% | -28.5% | -21.5% |
| 6M | -7.0% | +3.1% | -10.1% | -7.7% |
| YTD | -2.6% | +19.5% | -22.2% | -6.1% |
| 1Y | +9.8% | +29.7% | -20.0% | +4.4% |
| 3Y | +37.3% | +162.7% | -125.4% | +12.5% |
| 5Y | +116.4% | +192.8% | -76.4% | +71.0% |
| 10Y | +293.0% | +348.1% | -55.2% | +167.2% |
| All | +293.0% | +363.8% | -70.8% | +167.2% |
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