+48.5%
PPL vs UTHR
+179.7%
-131.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +0.4% | -6.1% | +6.6% | +0.9% |
| 30D | +5.4% | +3.1% | +2.3% | +5.1% |
| 3M | +4.3% | +5.5% | -1.2% | +3.6% |
| 6M | -1.3% | -5.8% | +4.5% | -1.0% |
| YTD | +4.7% | +15.3% | -10.7% | +2.9% |
| 1Y | +1.3% | +23.8% | -22.5% | -1.2% |
| 3Y | +57.2% | +146.3% | -89.1% | +35.8% |
| All | +48.5% | +179.7% | -131.2% | +24.9% |
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