+204.3%
PENG vs UTHR
+157.2%
+47.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.6% | +5.6% | +9.0% |
| 7D | -3.8% | -2.3% | -1.5% | -3.5% |
| 30D | -40.1% | +6.1% | -46.2% | -40.0% |
| 3M | -21.8% | +8.1% | -29.9% | -21.7% |
| 6M | +3.3% | +3.1% | +0.2% | +3.6% |
| YTD | +133.6% | +19.5% | +114.1% | +130.0% |
| 1Y | +110.7% | +29.7% | +80.9% | +105.7% |
| 3Y | +204.3% | +162.7% | +41.6% | +204.0% |
| All | +204.3% | +157.2% | +47.0% | +204.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling