+419.1%
PFGC vs UTHR
+248.4%
+170.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -2.2% | -5.4% | +3.2% | -0.8% |
| 30D | -11.9% | -6.0% | -5.9% | -10.5% |
| 3M | +5.0% | -11.0% | +16.0% | +8.2% |
| 6M | +8.6% | -0.5% | +9.1% | +8.2% |
| YTD | +9.7% | +0.1% | +9.6% | +8.4% |
| 1Y | -6.3% | +28.2% | -34.4% | -14.2% |
| 3Y | +58.2% | +113.8% | -55.6% | +18.2% |
| 5Y | +110.4% | +131.3% | -20.9% | +48.4% |
| 10Y | +272.8% | +296.7% | -24.0% | +98.3% |
| All | +419.1% | +248.4% | +170.7% | +178.5% |
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