+272.5%
PM vs UTHR
+364.7%
-92.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.2% |
| 7D | +0.5% | +5.2% | -4.6% | -0.1% |
| 30D | -3.2% | +9.5% | -12.7% | -4.3% |
| 3M | +6.2% | +17.9% | -11.7% | +3.7% |
| 6M | +7.7% | +2.0% | +5.7% | +7.1% |
| YTD | +27.3% | +21.3% | +5.9% | +23.3% |
| 1Y | +32.8% | +27.9% | +4.9% | +27.7% |
| 3Y | +150.0% | +162.3% | -12.3% | +110.4% |
| 5Y | +164.2% | +190.7% | -26.5% | +115.2% |
| All | +272.5% | +364.7% | -92.2% | +162.2% |
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