+24.1%
PPG vs UTHR
+313.7%
-289.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.7% |
| 7D | -6.2% | +1.9% | -8.2% | -6.6% |
| 30D | -7.9% | -2.9% | -5.1% | -7.6% |
| 3M | -10.2% | -8.9% | -1.4% | -8.9% |
| 6M | +2.7% | -8.7% | +11.4% | +4.0% |
| YTD | +4.9% | +2.0% | +2.9% | +3.8% |
| 1Y | -3.2% | +22.8% | -26.0% | -7.6% |
| 3Y | -17.0% | +120.6% | -137.6% | -31.9% |
| 5Y | -23.3% | +136.4% | -159.8% | -39.2% |
| All | +24.1% | +313.7% | -289.6% | -20.6% |
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