+763.1%
PM vs UTHR
+1,155.6%
-392.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -4.9% | -5.4% | +0.5% | -4.2% |
| 30D | -3.4% | -6.0% | +2.7% | -2.7% |
| 3M | +5.2% | -11.0% | +16.1% | +6.6% |
| 6M | +3.7% | -0.5% | +4.2% | +3.5% |
| YTD | +15.8% | +0.1% | +15.7% | +15.3% |
| 1Y | +17.4% | +28.2% | -10.8% | +13.0% |
| 3Y | +116.9% | +113.8% | +3.1% | +91.1% |
| 5Y | +117.3% | +131.3% | -14.0% | +87.3% |
| 10Y | +193.8% | +296.7% | -103.0% | +125.7% |
| All | +763.1% | +1,155.6% | -392.4% | +432.2% |
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 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