+739.8%
UTHR vs PSLV
+108.9%
+630.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.2% |
| 7D | +2.8% | -4.9% | +7.7% | +3.2% |
| 30D | -2.3% | -1.9% | -0.4% | -2.2% |
| 3M | -7.4% | +4.2% | -11.6% | -7.9% |
| 6M | -6.0% | -27.6% | +21.6% | -4.0% |
| YTD | +3.4% | -11.7% | +15.1% | +2.8% |
| 1Y | +27.1% | +49.3% | -22.2% | +20.3% |
| 3Y | +123.8% | +167.1% | -43.3% | +100.7% |
| 5Y | +139.6% | +151.7% | -12.1% | +115.0% |
| 10Y | +320.0% | +187.0% | +133.1% | +267.4% |
| All | +739.8% | +108.9% | +630.9% | +624.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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