+26.8%
PL vs UTHR
+168.8%
-142.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.7% | +11.0% | +10.5% |
| 7D | -6.8% | -6.1% | -0.7% | -5.8% |
| 30D | -29.3% | +3.1% | -32.4% | -29.6% |
| 3M | -44.8% | +5.5% | -50.2% | -45.4% |
| 6M | -68.4% | -5.8% | -62.6% | -68.1% |
| YTD | -36.4% | +15.3% | -51.7% | -38.5% |
| 1Y | +0.7% | +23.8% | -23.1% | -4.1% |
| 3Y | +455.3% | +146.3% | +309.0% | +331.6% |
| 5Y | +22.7% | +177.8% | -155.1% | -8.8% |
| All | +26.8% | +168.8% | -142.1% | -6.3% |
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