+97.7%
PFG vs UTHR
+193.6%
-95.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.3% |
| 7D | -2.2% | -2.1% | -0.1% | -2.0% |
| 30D | +6.4% | +8.3% | -1.9% | +5.3% |
| 3M | +2.2% | +15.5% | -13.3% | +0.3% |
| 6M | +16.3% | +4.5% | +11.7% | +15.5% |
| YTD | +33.2% | +22.2% | +11.0% | +29.0% |
| 1Y | +40.6% | +29.7% | +10.9% | +34.9% |
| 3Y | +83.3% | +167.3% | -84.0% | +50.9% |
| 5Y | +97.7% | +196.5% | -98.8% | +54.6% |
| All | +97.7% | +193.6% | -95.9% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling