+167.5%
PEG vs UTHR
+364.7%
-197.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +4.5% | +5.2% | -0.7% | +3.9% |
| 30D | +7.5% | +9.5% | -1.9% | +6.4% |
| 3M | +0.8% | +17.9% | -17.1% | -1.2% |
| 6M | 0.0% | +2.0% | -2.0% | -0.4% |
| YTD | -3.0% | +21.3% | -24.4% | -5.6% |
| 1Y | -4.7% | +27.9% | -32.6% | -7.9% |
| 3Y | +36.5% | +162.3% | -125.9% | +17.8% |
| 5Y | +44.4% | +190.7% | -146.4% | +21.8% |
| All | +167.5% | +364.7% | -197.2% | +102.1% |
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 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