+91.3%
PEP vs UTHR
+366.4%
-275.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.3% | +4.9% | -5.2% | -0.9% |
| 30D | +11.8% | +9.2% | +2.6% | +10.6% |
| 3M | +3.7% | +15.9% | -12.3% | +1.6% |
| 6M | -4.3% | +2.0% | -6.3% | -4.8% |
| YTD | +2.1% | +21.8% | -19.6% | -0.9% |
| 1Y | +2.5% | +28.6% | -26.0% | -1.2% |
| 3Y | -5.0% | +166.2% | -171.3% | -18.3% |
| 5Y | +2.9% | +191.8% | -188.9% | -13.6% |
| All | +91.3% | +366.4% | -275.1% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling