-14.4%
PCOR vs UTHR
+195.2%
-209.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +22.7% | -6.1% | +28.9% | +23.6% |
| 30D | +37.5% | +3.1% | +34.3% | +37.0% |
| 3M | +35.2% | +5.5% | +29.7% | +34.2% |
| 6M | +42.2% | -5.8% | +48.1% | +42.7% |
| YTD | +3.6% | +15.3% | -11.8% | +1.4% |
| 1Y | -4.8% | +23.8% | -28.5% | -7.5% |
| 3Y | +48.3% | +146.3% | -98.0% | +33.0% |
| 5Y | -20.1% | +177.8% | -197.9% | -29.1% |
| All | -14.4% | +195.2% | -209.6% | -23.3% |
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