+453.5%
PENG vs UTHR
+366.2%
+87.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -7.0% | -16.0% | -21.1% |
| 7D | -36.7% | -4.7% | -32.0% | -35.6% |
| 30D | -42.0% | +4.4% | -46.5% | -42.4% |
| 3M | -33.2% | +9.0% | -42.2% | -34.9% |
| 6M | +2.1% | -1.1% | +3.2% | +1.7% |
| YTD | +90.3% | +16.1% | +74.2% | +78.8% |
| 1Y | +67.7% | +26.4% | +41.2% | +53.4% |
| 3Y | +154.2% | +152.1% | +2.2% | +73.0% |
| 5Y | +28.3% | +179.6% | -151.3% | -19.5% |
| All | +453.5% | +366.2% | +87.3% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling