-21.9%
PINS vs UTHR
+474.6%
-496.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.4% |
| 7D | -6.2% | -2.3% | -3.9% | -5.5% |
| 30D | -10.9% | +6.1% | -17.0% | -12.3% |
| 3M | -19.5% | +8.1% | -27.6% | -21.5% |
| 6M | -10.4% | +3.1% | -13.5% | -11.6% |
| YTD | -26.4% | +19.5% | -45.9% | -31.2% |
| 1Y | -29.6% | +29.7% | -59.4% | -35.9% |
| 3Y | -39.0% | +162.7% | -201.7% | -59.3% |
| 5Y | -59.1% | +192.8% | -251.9% | -75.1% |
| All | -21.9% | +474.6% | -496.5% | -73.9% |
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