-31.0%
PCG vs UTHR
+8,226.2%
-8,257.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -1.6% | -6.1% | +4.5% | -1.2% |
| 30D | +1.4% | +3.1% | -1.7% | +1.2% |
| 3M | -23.4% | +5.5% | -28.8% | -23.7% |
| 6M | -19.4% | -5.8% | -13.6% | -19.2% |
| YTD | -18.5% | +15.3% | -33.8% | -19.5% |
| 1Y | -19.5% | +23.8% | -43.3% | -20.9% |
| 3Y | -21.0% | +146.3% | -167.3% | -26.4% |
| 5Y | +13.7% | +177.8% | -164.1% | +4.7% |
| 10Y | -77.2% | +392.4% | -469.5% | -79.9% |
| All | -31.0% | +8,226.2% | -8,257.2% | -45.0% |
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