+960.7%
PEG vs UTHR
+7,277.3%
-6,316.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | +1.0% | -2.9% | +3.9% | +1.2% |
| 30D | -1.9% | -7.6% | +5.7% | -1.4% |
| 3M | -3.7% | -8.6% | +4.9% | -3.2% |
| 6M | -9.4% | +4.1% | -13.6% | -9.8% |
| YTD | -6.0% | +2.2% | -8.2% | -6.3% |
| 1Y | -4.4% | +26.2% | -30.5% | -6.1% |
| 3Y | +33.5% | +121.2% | -87.7% | +25.3% |
| 5Y | +35.7% | +136.5% | -100.8% | +26.3% |
| 10Y | +140.4% | +300.1% | -159.7% | +113.3% |
| All | +960.7% | +7,277.3% | -6,316.7% | +664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling