+122.5%
PM vs UTHR
+118.3%
+4.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -4.9% | -5.4% | +0.5% | -4.6% |
| 30D | -3.4% | -6.0% | +2.7% | -3.1% |
| 3M | +5.2% | -11.0% | +16.1% | +5.9% |
| 6M | +3.7% | -0.5% | +4.2% | +3.8% |
| YTD | +15.8% | +0.1% | +15.7% | +15.8% |
| 1Y | +17.4% | +28.2% | -10.8% | +16.1% |
| All | +122.5% | +118.3% | +4.2% | +107.0% |
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