+69.9%
PR vs UTHR
+152.2%
-82.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.0% | +2.2% | -4.2% |
| 7D | -16.5% | -4.7% | -11.9% | -16.2% |
| 30D | -4.5% | +4.4% | -9.0% | -4.8% |
| 3M | +8.5% | +9.0% | -0.5% | +7.7% |
| 6M | -3.3% | -1.1% | -2.2% | -3.3% |
| YTD | +55.7% | +16.1% | +39.6% | +52.8% |
| 1Y | +82.0% | +26.4% | +55.6% | +76.9% |
| All | +69.9% | +152.2% | -82.3% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling