+73.2%
PR vs UTHR
+150.6%
-77.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -16.4% | -6.1% | -10.3% | -15.9% |
| 30D | -1.9% | +3.1% | -5.0% | -2.1% |
| 3M | +8.0% | +5.5% | +2.5% | +7.4% |
| 6M | +4.1% | -5.8% | +9.9% | +4.6% |
| YTD | +58.7% | +15.3% | +43.4% | +55.8% |
| 1Y | +75.8% | +23.8% | +52.0% | +71.3% |
| 3Y | +73.2% | +146.3% | -73.1% | +47.5% |
| All | +73.2% | +150.6% | -77.4% | +47.5% |
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