+197.4%
PDD vs UTHR
+373.1%
-175.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.6% |
| 7D | -1.0% | -2.1% | +1.2% | -0.7% |
| 30D | -2.4% | +7.2% | -9.6% | -3.9% |
| 3M | -14.6% | +11.1% | -25.8% | -16.7% |
| 6M | -19.6% | +4.2% | -23.8% | -20.6% |
| YTD | -30.0% | +20.8% | -50.8% | -33.2% |
| 1Y | -42.5% | +29.7% | -72.2% | -46.0% |
| 3Y | -27.2% | +164.1% | -191.3% | -45.0% |
| 5Y | -8.2% | +190.7% | -198.9% | -34.0% |
| All | +197.4% | +373.1% | -175.7% | +76.3% |
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