+3,435.9%
PCAR vs UTHR
+8,226.2%
-4,790.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.3% |
| 7D | +0.1% | -6.1% | +6.2% | +0.9% |
| 30D | -4.6% | +3.1% | -7.7% | -5.0% |
| 3M | -22.6% | +5.5% | -28.0% | -23.4% |
| 6M | -12.0% | -5.8% | -6.1% | -11.6% |
| YTD | -6.1% | +15.3% | -21.4% | -8.7% |
| 1Y | +6.3% | +23.8% | -17.5% | +2.3% |
| 3Y | +31.8% | +146.3% | -114.5% | +13.0% |
| 5Y | +104.2% | +177.8% | -73.6% | +70.3% |
| 10Y | +302.9% | +392.4% | -89.5% | +199.8% |
| All | +3,435.9% | +8,226.2% | -4,790.4% | +1,746.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling