+198.7%
PDD vs UTHR
+300.3%
-101.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.4% |
| 7D | -4.1% | -2.9% | -1.2% | -3.6% |
| 30D | -13.1% | -7.6% | -5.5% | -11.8% |
| 3M | -3.5% | -8.6% | +5.1% | -1.9% |
| 6M | -21.8% | +4.1% | -25.9% | -22.7% |
| YTD | -29.7% | +2.2% | -31.9% | -30.4% |
| 1Y | -36.2% | +26.2% | -62.4% | -39.7% |
| 3Y | -16.4% | +121.2% | -137.5% | -34.5% |
| 5Y | -23.8% | +136.5% | -160.4% | -42.6% |
| All | +198.7% | +300.3% | -101.6% | +83.6% |
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 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