+570.9%
PPG vs UTHR
+7,277.3%
-6,706.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.7% |
| 7D | 0.0% | -2.9% | +2.9% | +0.3% |
| 30D | -7.8% | -7.6% | -0.2% | -7.0% |
| 3M | -2.2% | -8.6% | +6.4% | -1.3% |
| 6M | +4.1% | +4.1% | 0.0% | +3.5% |
| YTD | +9.1% | +2.2% | +6.9% | +8.4% |
| 1Y | +1.0% | +26.2% | -25.2% | -2.2% |
| 3Y | -13.3% | +121.2% | -134.5% | -22.2% |
| 5Y | -19.2% | +136.5% | -155.7% | -28.6% |
| 10Y | +25.9% | +300.1% | -274.2% | +2.7% |
| All | +570.9% | +7,277.3% | -6,706.4% | +354.4% |
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