+146.0%
PM vs UTHR
+150.6%
-4.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -5.2% | -6.1% | +0.9% | -4.9% |
| 30D | +2.7% | +3.1% | -0.4% | +2.6% |
| 3M | +6.1% | +5.5% | +0.7% | +5.9% |
| 6M | +18.0% | -5.8% | +23.8% | +18.5% |
| YTD | +26.6% | +15.3% | +11.2% | +25.7% |
| 1Y | +36.7% | +23.8% | +12.9% | +35.4% |
| 3Y | +146.0% | +146.3% | -0.3% | +123.0% |
| All | +146.0% | +150.6% | -4.5% | +123.0% |
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