+669.7%
PENG vs UTHR
+301.8%
+367.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +7.0% | +6.6% |
| 7D | +4.5% | -5.4% | +9.9% | +6.1% |
| 30D | -7.1% | -6.0% | -1.1% | -5.7% |
| 3M | -27.3% | -11.0% | -16.3% | -25.4% |
| 6M | +169.6% | -0.5% | +170.1% | +165.4% |
| YTD | +164.6% | +0.1% | +164.5% | +159.0% |
| 1Y | +109.5% | +28.2% | +81.3% | +89.1% |
| 3Y | +98.9% | +113.8% | -14.9% | +41.4% |
| 5Y | +116.3% | +131.3% | -15.1% | +43.5% |
| All | +669.7% | +301.8% | +367.8% | +292.4% |
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