+287.2%
PFGC vs UTHR
+319.3%
-32.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -4.8% | +2.8% | -7.6% | -5.6% |
| 30D | -17.2% | -2.3% | -14.9% | -16.7% |
| 3M | -6.3% | -7.4% | +1.1% | -4.4% |
| 6M | +8.8% | -6.0% | +14.8% | +10.3% |
| YTD | +4.9% | +3.4% | +1.5% | +2.6% |
| 1Y | -9.5% | +27.1% | -36.6% | -17.4% |
| 3Y | +59.6% | +123.8% | -64.2% | +13.7% |
| 5Y | +113.5% | +139.6% | -26.1% | +42.8% |
| All | +287.2% | +319.3% | -32.2% | +87.1% |
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