+4,223.6%
PCAR vs UTHR
+7,123.9%
-2,900.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -0.5% | -5.4% | +4.9% | +0.2% |
| 30D | -6.2% | -6.0% | -0.2% | -5.5% |
| 3M | +5.9% | -11.0% | +16.9% | +7.4% |
| 6M | +0.4% | -0.5% | +0.9% | +0.1% |
| YTD | +14.8% | +0.1% | +14.8% | +14.1% |
| 1Y | +30.1% | +28.2% | +1.9% | +24.7% |
| 3Y | +66.7% | +113.8% | -47.2% | +46.0% |
| 5Y | +166.1% | +131.3% | +34.8% | +128.2% |
| 10Y | +353.7% | +296.7% | +57.0% | +248.2% |
| All | +4,223.6% | +7,123.9% | -2,900.2% | +2,208.1% |
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