+604.2%
PENG vs UTHR
+387.2%
+217.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | +13.2% | +5.2% | +8.0% | +11.8% |
| 30D | -29.9% | +9.5% | -39.4% | -31.3% |
| 3M | -22.2% | +17.9% | -40.2% | -25.7% |
| 6M | -1.9% | +2.0% | -3.9% | -3.0% |
| YTD | +142.1% | +21.3% | +120.8% | +125.0% |
| 1Y | +151.5% | +27.9% | +123.6% | +129.9% |
| 3Y | +206.9% | +162.3% | +44.6% | +106.8% |
| 5Y | +58.2% | +190.7% | -132.5% | -1.6% |
| All | +604.2% | +387.2% | +217.1% | +241.0% |
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 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