+563.8%
PENG vs UTHR
+385.1%
+178.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | -16.1% | -2.1% | -14.0% | -15.2% |
| 30D | -41.5% | +7.2% | -48.7% | -42.3% |
| 3M | -19.1% | +11.1% | -30.2% | -21.5% |
| 6M | +0.9% | +4.2% | -3.3% | -0.9% |
| YTD | +128.2% | +20.8% | +107.4% | +112.3% |
| 1Y | +98.6% | +29.7% | +68.9% | +80.6% |
| 3Y | +188.2% | +164.1% | +24.0% | +93.5% |
| 5Y | +55.5% | +190.7% | -135.2% | -3.4% |
| All | +563.8% | +385.1% | +178.7% | +221.7% |
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