+39.4%
PPL vs UTHR
+133.0%
-93.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +2.7% | -5.4% | +8.1% | +3.2% |
| 30D | +0.5% | -6.0% | +6.5% | +1.0% |
| 3M | +0.7% | -11.0% | +11.6% | +1.7% |
| 6M | -7.6% | -0.5% | -7.1% | -7.8% |
| YTD | +1.8% | +0.1% | +1.7% | +1.4% |
| 1Y | -0.8% | +28.2% | -28.9% | -3.8% |
| 3Y | +56.9% | +113.8% | -56.9% | +37.2% |
| All | +39.4% | +133.0% | -93.6% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling