+267.7%
PR vs UTHR
+190.6%
+77.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +6.0% | +5.2% | +0.8% | +5.2% |
| 30D | -4.2% | +9.5% | -13.7% | -5.5% |
| 3M | +10.0% | +17.9% | -8.0% | +7.1% |
| 6M | +15.6% | +2.0% | +13.6% | +15.0% |
| YTD | +68.2% | +21.3% | +46.9% | +61.7% |
| 1Y | +79.2% | +27.9% | +51.3% | +70.7% |
| 3Y | +94.9% | +162.3% | -67.4% | +53.6% |
| All | +267.7% | +190.6% | +77.1% | +167.6% |
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 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