+811.9%
PGR vs UTHR
+313.7%
+498.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -0.6% | +1.9% | -2.6% | -0.9% |
| 30D | +4.9% | -2.9% | +7.8% | +5.3% |
| 3M | +7.6% | -8.9% | +16.5% | +8.9% |
| 6M | +8.3% | -8.7% | +17.0% | +9.3% |
| YTD | +1.7% | +2.0% | -0.3% | +0.8% |
| 1Y | -6.8% | +22.8% | -29.6% | -10.4% |
| 3Y | +73.4% | +120.6% | -47.2% | +48.5% |
| 5Y | +161.2% | +136.4% | +24.8% | +118.0% |
| All | +811.9% | +313.7% | +498.2% | +559.4% |
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 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