+579.6%
PENG vs UTHR
+380.0%
+199.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.6% | +5.6% | +8.3% |
| 7D | -3.8% | -2.3% | -1.5% | -2.7% |
| 30D | -40.1% | +6.1% | -46.2% | -40.8% |
| 3M | -21.8% | +8.1% | -29.9% | -23.5% |
| 6M | +3.3% | +3.1% | +0.2% | +1.8% |
| YTD | +133.6% | +19.5% | +114.1% | +118.0% |
| 1Y | +110.7% | +29.7% | +80.9% | +91.5% |
| 3Y | +204.3% | +162.7% | +41.6% | +104.5% |
| 5Y | +54.4% | +192.8% | -138.4% | -4.6% |
| All | +579.6% | +380.0% | +199.6% | +230.3% |
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