+438.1%
PTC vs UTHR
+8,226.2%
-7,788.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -0.2% | -6.1% | +5.9% | +0.9% |
| 30D | +0.8% | +3.1% | -2.4% | +0.1% |
| 3M | +32.1% | +5.5% | +26.7% | +30.4% |
| 6M | +42.6% | -5.8% | +48.4% | +43.5% |
| YTD | +12.0% | +15.3% | -3.4% | +7.8% |
| 1Y | +12.2% | +23.8% | -11.6% | +6.5% |
| 3Y | +31.2% | +146.3% | -115.1% | +6.0% |
| 5Y | +54.9% | +177.8% | -122.9% | +20.6% |
| 10Y | +343.1% | +392.4% | -49.3% | +199.0% |
| All | +438.1% | +8,226.2% | -7,788.1% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling