+988.7%
PFG vs UTHR
+10,907.0%
-9,918.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +5.5% | -5.4% | +10.9% | +7.0% |
| 30D | +2.4% | -6.0% | +8.4% | +3.9% |
| 3M | +13.6% | -11.0% | +24.6% | +16.8% |
| 6M | +27.9% | -0.5% | +28.4% | +27.0% |
| YTD | +35.6% | +0.1% | +35.5% | +33.8% |
| 1Y | +48.5% | +28.2% | +20.3% | +36.5% |
| 3Y | +66.9% | +113.8% | -47.0% | +27.5% |
| 5Y | +111.0% | +131.3% | -20.4% | +54.1% |
| 10Y | +244.5% | +296.7% | -52.2% | +101.3% |
| All | +988.7% | +10,907.0% | -9,918.3% | +208.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling