+38.0%
PEG vs UTHR
+138.8%
-100.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.9% | +2.8% | -3.7% | -1.2% |
| 30D | -2.8% | -2.3% | -0.5% | -2.6% |
| 3M | -6.9% | -7.4% | +0.5% | -6.3% |
| 6M | -11.4% | -6.0% | -5.4% | -11.0% |
| YTD | -7.4% | +3.4% | -10.8% | -8.0% |
| 1Y | -8.3% | +27.1% | -35.3% | -10.8% |
| 3Y | +31.5% | +123.8% | -92.3% | +14.5% |
| 5Y | +38.0% | +139.6% | -101.7% | +14.9% |
| All | +38.0% | +138.8% | -100.8% | +14.9% |
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