+107.3%
PR vs UTHR
+295.8%
-188.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +2.9% | -5.4% | +8.3% | +4.5% |
| 30D | +18.0% | -6.0% | +24.1% | +20.0% |
| 3M | +16.9% | -11.0% | +27.8% | +20.5% |
| 6M | +28.2% | -0.5% | +28.7% | +27.1% |
| YTD | +69.3% | +0.1% | +69.3% | +66.6% |
| 1Y | +69.5% | +28.2% | +41.3% | +54.1% |
| 3Y | +81.7% | +113.8% | -32.1% | +31.4% |
| 5Y | +422.2% | +131.3% | +290.9% | +256.1% |
| All | +107.3% | +295.8% | -188.5% | +6.2% |
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