-77.6%
PCG vs UTHR
+382.4%
-460.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -1.6% | -6.1% | +4.5% | -0.5% |
| 30D | +1.4% | +3.1% | -1.7% | +0.7% |
| 3M | -23.4% | +5.5% | -28.8% | -24.4% |
| 6M | -19.4% | -5.8% | -13.6% | -18.8% |
| YTD | -18.5% | +15.3% | -33.8% | -21.4% |
| 1Y | -19.5% | +23.8% | -43.3% | -23.5% |
| 3Y | -21.0% | +146.3% | -167.3% | -37.4% |
| 5Y | +13.7% | +177.8% | -164.1% | -14.3% |
| All | -77.6% | +382.4% | -460.0% | -86.2% |
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