+425.6%
PWR vs UTHR
+193.6%
+232.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.1% |
| 7D | +4.7% | -2.1% | +6.8% | +5.0% |
| 30D | -12.5% | +8.3% | -20.8% | -13.1% |
| 3M | -9.3% | +15.5% | -24.9% | -10.5% |
| 6M | -22.2% | +4.5% | -26.7% | -22.5% |
| YTD | +44.2% | +22.2% | +21.9% | +41.3% |
| 1Y | +35.5% | +29.7% | +5.8% | +32.0% |
| 3Y | +250.4% | +167.3% | +83.1% | +210.5% |
| 5Y | +425.6% | +196.5% | +229.1% | +360.1% |
| All | +425.6% | +193.6% | +232.0% | +360.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling