+65.2%
PR vs UTHR
+382.4%
-317.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -16.4% | -6.1% | -10.3% | -15.0% |
| 30D | -1.9% | +3.1% | -5.0% | -2.9% |
| 3M | +8.0% | +5.5% | +2.5% | +5.7% |
| 6M | +4.1% | -5.8% | +9.9% | +5.2% |
| YTD | +58.7% | +15.3% | +43.4% | +49.3% |
| 1Y | +75.8% | +23.8% | +52.0% | +61.8% |
| 3Y | +73.2% | +146.3% | -73.1% | +19.5% |
| 5Y | +230.1% | +177.8% | +52.3% | +111.0% |
| All | +65.2% | +382.4% | -317.2% | -17.4% |
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 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