+1,498.8%
PLD vs UTHR
+8,226.2%
-6,727.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.2% |
| 7D | -0.8% | -6.1% | +5.3% | 0.0% |
| 30D | -0.3% | +3.1% | -3.4% | -0.7% |
| 3M | -8.0% | +5.5% | -13.5% | -8.9% |
| 6M | -9.8% | -5.8% | -4.0% | -9.4% |
| YTD | +1.8% | +15.3% | -13.6% | -0.9% |
| 1Y | +5.6% | +23.8% | -18.2% | +1.9% |
| 3Y | +33.3% | +146.3% | -113.0% | +15.1% |
| 5Y | +0.3% | +177.8% | -177.5% | -15.6% |
| 10Y | +241.6% | +392.4% | -150.8% | +158.1% |
| All | +1,498.8% | +8,226.2% | -6,727.4% | +860.4% |
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