+62.8%
PNR vs UTHR
+313.7%
-250.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | 0.0% |
| 7D | -6.0% | +1.9% | -8.0% | -6.4% |
| 30D | -14.0% | -2.9% | -11.1% | -13.6% |
| 3M | -21.7% | -8.9% | -12.8% | -20.6% |
| 6M | -37.3% | -8.7% | -28.5% | -36.5% |
| YTD | -45.1% | +2.0% | -47.2% | -45.8% |
| 1Y | -49.1% | +22.8% | -71.9% | -51.6% |
| 3Y | -14.8% | +120.6% | -135.5% | -30.4% |
| 5Y | -21.0% | +136.4% | -157.4% | -37.9% |
| All | +62.8% | +313.7% | -250.9% | +0.8% |
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