+172.3%
PCAR vs UTHR
+133.0%
+39.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -0.5% | -5.4% | +4.9% | +0.1% |
| 30D | -6.2% | -6.0% | -0.2% | -5.7% |
| 3M | +5.9% | -11.0% | +16.9% | +7.1% |
| 6M | +0.4% | -0.5% | +0.9% | +0.1% |
| YTD | +14.8% | +0.1% | +14.8% | +14.2% |
| 1Y | +30.1% | +28.2% | +1.9% | +25.4% |
| 3Y | +66.7% | +113.8% | -47.2% | +46.5% |
| All | +172.3% | +133.0% | +39.3% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling