+826.4%
PM vs UTHR
+1,415.7%
-589.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | -6.6% | -2.1% | -4.5% | -6.4% |
| 30D | -3.4% | +7.2% | -10.6% | -4.3% |
| 3M | +5.3% | +11.1% | -5.8% | +3.7% |
| 6M | +15.5% | +4.2% | +11.3% | +14.6% |
| YTD | +24.3% | +20.8% | +3.5% | +20.6% |
| 1Y | +29.7% | +29.7% | 0.0% | +24.7% |
| 3Y | +144.9% | +164.1% | -19.2% | +109.7% |
| 5Y | +159.0% | +190.7% | -31.6% | +116.6% |
| 10Y | +250.9% | +355.4% | -104.5% | +164.7% |
| All | +826.4% | +1,415.7% | -589.2% | +456.7% |
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