+478.7%
PFGC vs UTHR
+323.9%
+154.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +0.3% | +4.9% | -4.6% | -1.0% |
| 30D | +16.1% | +9.2% | +7.0% | +13.4% |
| 3M | +2.4% | +15.9% | -13.6% | -2.2% |
| 6M | +15.7% | +2.0% | +13.7% | +14.4% |
| YTD | +22.3% | +21.8% | +0.5% | +14.1% |
| 1Y | +13.9% | +28.6% | -14.7% | +4.6% |
| 3Y | +80.3% | +166.2% | -86.0% | +26.4% |
| 5Y | +136.1% | +191.8% | -55.7% | +55.5% |
| 10Y | +347.9% | +367.2% | -19.3% | +125.8% |
| All | +478.7% | +323.9% | +154.8% | +193.2% |
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