+317.2%
PTC vs UTHR
+363.8%
-46.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.3% |
| 7D | +0.8% | -2.3% | +3.1% | +1.2% |
| 30D | +0.7% | +6.1% | -5.3% | -0.6% |
| 3M | +32.6% | +8.1% | +24.5% | +30.0% |
| 6M | +33.6% | +3.1% | +30.5% | +32.1% |
| YTD | +12.4% | +19.5% | -7.1% | +6.8% |
| 1Y | +11.2% | +29.7% | -18.5% | +3.7% |
| 3Y | +31.7% | +162.7% | -131.0% | -1.3% |
| 5Y | +60.1% | +192.8% | -132.7% | +13.5% |
| 10Y | +317.2% | +348.1% | -30.9% | +147.5% |
| All | +317.2% | +363.8% | -46.6% | +147.5% |
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 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