+246.4%
PR vs UTHR
+196.1%
+50.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.8% |
| 7D | -9.5% | -2.1% | -7.4% | -9.2% |
| 30D | -5.7% | +7.2% | -12.9% | -6.7% |
| 3M | +3.0% | +11.1% | -8.1% | +1.2% |
| 6M | +11.8% | +4.2% | +7.6% | +10.8% |
| YTD | +58.5% | +20.8% | +37.7% | +52.5% |
| 1Y | +69.9% | +29.7% | +40.2% | +61.4% |
| 3Y | +84.9% | +164.1% | -79.2% | +45.4% |
| 5Y | +246.4% | +190.7% | +55.8% | +155.1% |
| All | +246.4% | +196.1% | +50.3% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling