+2,425.3%
PWR vs UTHR
+310.6%
+2,114.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.2% |
| 7D | +2.7% | +3.0% | -0.4% | +2.1% |
| 30D | -5.1% | -4.3% | -0.8% | -4.4% |
| 3M | -9.4% | -8.4% | -1.0% | -8.0% |
| 6M | +10.4% | -4.2% | +14.6% | +10.9% |
| YTD | +48.6% | +4.0% | +44.6% | +46.5% |
| 1Y | +68.0% | +25.5% | +42.5% | +59.1% |
| 3Y | +204.7% | +125.1% | +79.6% | +144.7% |
| 5Y | +451.9% | +140.3% | +311.6% | +326.2% |
| 10Y | +2,425.3% | +322.5% | +2,102.9% | +1,418.0% |
| All | +2,425.3% | +310.6% | +2,114.8% | +1,418.0% |
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 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