+112.3%
PFGC vs UTHR
+139.1%
-26.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | -2.4% | -2.9% | +0.4% | -2.0% |
| 30D | -15.8% | -7.6% | -8.2% | -14.8% |
| 3M | -0.6% | -8.6% | +8.0% | +0.7% |
| 6M | +10.7% | +4.1% | +6.5% | +9.9% |
| YTD | +7.6% | +2.2% | +5.4% | +6.8% |
| 1Y | -7.8% | +26.2% | -34.0% | -11.9% |
| 3Y | +63.7% | +121.2% | -57.5% | +37.7% |
| 5Y | +112.3% | +136.5% | -24.3% | +71.4% |
| All | +112.3% | +139.1% | -26.8% | +71.4% |
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