-76.0%
PCG vs UTHR
+299.3%
-375.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.5% |
| 7D | -13.9% | -5.4% | -8.5% | -12.9% |
| 30D | -16.9% | -6.0% | -10.8% | -15.8% |
| 3M | -14.7% | -11.0% | -3.8% | -12.9% |
| 6M | -23.8% | -0.5% | -23.3% | -24.0% |
| YTD | -10.5% | +0.1% | -10.6% | -11.1% |
| 1Y | -5.1% | +28.2% | -33.3% | -10.4% |
| 3Y | -11.6% | +113.8% | -125.4% | -28.0% |
| 5Y | +59.0% | +131.3% | -72.3% | +24.4% |
| All | -76.0% | +299.3% | -375.2% | -85.3% |
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