-20.0%
PCG vs UTHR
+167.1%
-187.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -2.0% | +4.9% | -6.8% | -2.4% |
| 30D | -2.7% | +9.2% | -11.9% | -3.5% |
| 3M | -25.1% | +15.9% | -41.0% | -26.1% |
| 6M | -22.3% | +2.0% | -24.3% | -22.6% |
| YTD | -18.5% | +21.8% | -40.3% | -20.0% |
| 1Y | -21.8% | +28.6% | -50.4% | -23.6% |
| All | -20.0% | +167.1% | -187.1% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling