+1,615.9%
PLD vs UTHR
+7,123.9%
-5,507.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -2.4% | -5.4% | +3.0% | -1.7% |
| 30D | -2.4% | -6.0% | +3.6% | -1.7% |
| 3M | -3.8% | -11.0% | +7.2% | -2.4% |
| 6M | 0.0% | -0.5% | +0.6% | -0.2% |
| YTD | +9.2% | +0.1% | +9.2% | +8.7% |
| 1Y | +25.9% | +28.2% | -2.2% | +21.0% |
| 3Y | +21.3% | +113.8% | -92.5% | +6.9% |
| 5Y | +14.1% | +131.3% | -117.2% | -1.4% |
| 10Y | +237.9% | +296.7% | -58.9% | +163.0% |
| All | +1,615.9% | +7,123.9% | -5,507.9% | +952.8% |
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