+64.8%
PR vs UTHR
+363.8%
-298.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -2.1% |
| 7D | -12.4% | -2.3% | -10.1% | -11.9% |
| 30D | -6.6% | +6.1% | -12.6% | -8.2% |
| 3M | +7.5% | +8.1% | -0.6% | +4.6% |
| 6M | +10.8% | +3.1% | +7.7% | +9.0% |
| YTD | +57.0% | +19.5% | +37.5% | +46.2% |
| 1Y | +67.9% | +29.7% | +38.2% | +52.4% |
| 3Y | +87.6% | +162.7% | -75.1% | +26.5% |
| 5Y | +220.4% | +192.8% | +27.6% | +100.7% |
| 10Y | +64.8% | +348.1% | -283.3% | -20.1% |
| All | +64.8% | +363.8% | -298.9% | -20.1% |
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 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