-77.4%
PLTD vs UTHR
+60.9%
-138.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.6% | -9.1% | -5.0% |
| 7D | +4.2% | -2.3% | +6.5% | +4.0% |
| 30D | +20.8% | +6.1% | +14.8% | +21.8% |
| 3M | -2.6% | +8.1% | -10.7% | -1.5% |
| 6M | -33.1% | +3.1% | -36.2% | -32.7% |
| YTD | -20.0% | +19.5% | -39.6% | -17.6% |
| 1Y | -21.6% | +29.7% | -51.4% | -18.1% |
| All | -77.4% | +60.9% | -138.3% | -73.9% |
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