+43.6%
PENG vs UTHR
+179.7%
-136.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.7% | +13.0% | +12.5% |
| 7D | -19.4% | -6.1% | -13.3% | -18.7% |
| 30D | -42.4% | +3.1% | -45.5% | -42.4% |
| 3M | -25.6% | +5.5% | -31.1% | -25.9% |
| 6M | +7.3% | -5.8% | +13.1% | +8.2% |
| YTD | +113.9% | +15.3% | +98.5% | +108.4% |
| 1Y | +93.6% | +23.8% | +69.8% | +86.4% |
| 3Y | +170.2% | +146.3% | +23.9% | +123.8% |
| All | +43.6% | +179.7% | -136.0% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling