+203.4%
PTC vs UTHR
+308.5%
-105.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -5.9% |
| 7D | -12.8% | -2.9% | -9.9% | -12.3% |
| 30D | -9.8% | -7.6% | -2.2% | -8.3% |
| 3M | -2.1% | -8.6% | +6.5% | -0.3% |
| 6M | -18.1% | +4.1% | -22.2% | -19.4% |
| YTD | -23.5% | +2.2% | -25.7% | -24.7% |
| 1Y | -37.4% | +26.2% | -63.5% | -41.5% |
| 3Y | -7.2% | +121.2% | -128.4% | -27.8% |
| 5Y | +2.7% | +136.5% | -133.9% | -23.5% |
| 10Y | +203.4% | +300.1% | -96.7% | +78.6% |
| All | +203.4% | +308.5% | -105.1% | +78.6% |
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 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