+3.9%
PEP vs UTHR
+139.1%
-135.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +0.1% | -2.9% | +3.0% | +0.4% |
| 30D | +0.7% | -7.6% | +8.2% | +1.5% |
| 3M | -0.5% | -8.6% | +8.0% | +0.4% |
| 6M | -11.3% | +4.1% | -15.5% | -11.9% |
| YTD | -0.6% | +2.2% | -2.8% | -1.2% |
| 1Y | +1.7% | +26.2% | -24.5% | -1.4% |
| 3Y | -12.5% | +121.2% | -133.7% | -22.9% |
| 5Y | +3.9% | +136.5% | -132.7% | -10.8% |
| All | +3.9% | +139.1% | -135.2% | -10.8% |
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