+170.2%
PENG vs UTHR
+150.6%
+19.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.7% | +13.0% | +12.4% |
| 7D | -19.4% | -6.1% | -13.3% | -19.0% |
| 30D | -42.4% | +3.1% | -45.5% | -42.2% |
| 3M | -25.6% | +5.5% | -31.1% | -25.5% |
| 6M | +7.3% | -5.8% | +13.1% | +8.3% |
| YTD | +113.9% | +15.3% | +98.5% | +110.9% |
| 1Y | +93.6% | +23.8% | +69.8% | +89.5% |
| 3Y | +170.2% | +146.3% | +23.9% | +161.6% |
| All | +170.2% | +150.6% | +19.7% | +161.6% |
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