+289.0%
PTC vs UTHR
+7,123.9%
-6,834.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.9% |
| 7D | -10.3% | -5.4% | -4.9% | -9.3% |
| 30D | +1.1% | -6.0% | +7.2% | +2.3% |
| 3M | +1.6% | -11.0% | +12.6% | +3.8% |
| 6M | -13.5% | -0.5% | -12.9% | -13.8% |
| YTD | -19.1% | +0.1% | -19.1% | -19.8% |
| 1Y | -33.9% | +28.2% | -62.0% | -37.7% |
| 3Y | -3.9% | +113.8% | -117.7% | -20.1% |
| 5Y | +6.0% | +131.3% | -125.3% | -14.3% |
| 10Y | +223.7% | +296.7% | -73.0% | +127.8% |
| All | +289.0% | +7,123.9% | -6,834.8% | +91.0% |
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