+58.1%
PPL vs UTHR
+165.0%
-106.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | +4.3% | +7.2% | -2.9% | +4.0% |
| 3M | +2.9% | +11.1% | -8.2% | +2.4% |
| 6M | +1.1% | +4.2% | -3.1% | +0.8% |
| YTD | +4.5% | +20.8% | -16.4% | +3.4% |
| 1Y | +0.1% | +29.7% | -29.6% | -1.3% |
| All | +58.1% | +165.0% | -106.8% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling