+38.2%
PLD vs UTHR
+167.1%
-128.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | 0.0% | +4.9% | -4.9% | -0.3% |
| 30D | -3.7% | +9.2% | -12.9% | -4.3% |
| 3M | -7.9% | +15.9% | -23.9% | -9.0% |
| 6M | -9.2% | +2.0% | -11.2% | -9.3% |
| YTD | +3.1% | +21.8% | -18.7% | +1.4% |
| 1Y | +6.2% | +28.6% | -22.3% | +4.0% |
| All | +38.2% | +167.1% | -128.9% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling