+3,295.4%
PGR vs UTHR
+7,364.6%
-4,069.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -3.4% | +2.8% | -6.2% | -3.7% |
| 30D | +1.8% | -2.3% | +4.1% | +2.0% |
| 3M | +5.9% | -7.4% | +13.3% | +6.6% |
| 6M | +4.6% | -6.0% | +10.5% | +4.9% |
| YTD | +1.1% | +3.4% | -2.3% | +0.4% |
| 1Y | -6.6% | +27.1% | -33.6% | -9.0% |
| 3Y | +74.2% | +123.8% | -49.6% | +59.4% |
| 5Y | +159.5% | +139.6% | +19.9% | +134.5% |
| 10Y | +813.4% | +320.0% | +493.4% | +670.3% |
| All | +3,295.4% | +7,364.6% | -4,069.2% | +2,276.1% |
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 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