+522.0%
PENG vs UTHR
+363.1%
+158.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.7% | +13.0% | +12.6% |
| 7D | -19.4% | -6.1% | -13.3% | -17.7% |
| 30D | -42.4% | +3.1% | -45.5% | -42.6% |
| 3M | -25.6% | +5.5% | -31.1% | -26.9% |
| 6M | +7.3% | -5.8% | +13.1% | +8.3% |
| YTD | +113.9% | +15.3% | +98.5% | +101.3% |
| 1Y | +93.6% | +23.8% | +69.8% | +78.1% |
| 3Y | +170.2% | +146.3% | +23.9% | +85.3% |
| 5Y | +44.2% | +177.8% | -133.6% | -9.4% |
| All | +522.0% | +363.1% | +158.9% | +205.1% |
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