+46.5%
PCOR vs UTHR
+165.4%
-118.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | +20.7% | -2.1% | +22.8% | +21.0% |
| 30D | +35.7% | +7.2% | +28.5% | +34.6% |
| 3M | +31.1% | +11.1% | +19.9% | +29.3% |
| 6M | +43.1% | +4.2% | +38.9% | +42.0% |
| YTD | +4.8% | +20.8% | -16.0% | +2.1% |
| 1Y | -3.7% | +29.7% | -33.3% | -6.9% |
| 3Y | +46.5% | +164.1% | -117.6% | +37.7% |
| All | +46.5% | +165.4% | -118.8% | +37.7% |
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