+36.5%
PEG vs UTHR
+166.1%
-129.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +4.5% | +5.2% | -0.7% | +4.2% |
| 30D | +7.5% | +9.5% | -1.9% | +7.0% |
| 3M | +0.8% | +17.9% | -17.1% | -0.1% |
| 6M | 0.0% | +2.0% | -2.0% | -0.2% |
| YTD | -3.0% | +21.3% | -24.4% | -4.1% |
| 1Y | -4.7% | +27.9% | -32.6% | -6.0% |
| 3Y | +36.5% | +162.3% | -125.9% | +27.6% |
| All | +36.5% | +166.1% | -129.6% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling