+234.3%
PLD vs UTHR
+299.3%
-65.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -2.4% | -5.4% | +3.0% | -1.6% |
| 30D | -2.4% | -6.0% | +3.6% | -1.6% |
| 3M | -3.8% | -11.0% | +7.2% | -2.1% |
| 6M | 0.0% | -0.5% | +0.6% | -0.2% |
| YTD | +9.2% | +0.1% | +9.2% | +8.6% |
| 1Y | +25.9% | +28.2% | -2.2% | +20.1% |
| 3Y | +21.3% | +113.8% | -92.5% | +3.2% |
| 5Y | +14.1% | +131.3% | -117.2% | -5.7% |
| All | +234.3% | +299.3% | -65.0% | +131.2% |
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 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