+688.1%
PEP vs UTHR
+8,529.0%
-7,840.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | +0.2% |
| 7D | +1.0% | -2.3% | +3.3% | +1.1% |
| 30D | +12.6% | +6.1% | +6.6% | +12.3% |
| 3M | +3.1% | +8.1% | -4.9% | +2.6% |
| 6M | -6.3% | +3.1% | -9.4% | -6.6% |
| YTD | +1.9% | +19.5% | -17.7% | +0.7% |
| 1Y | +3.3% | +29.7% | -26.5% | +1.6% |
| 3Y | -4.8% | +162.7% | -167.5% | -10.2% |
| 5Y | +2.0% | +192.8% | -190.8% | -4.5% |
| 10Y | +80.3% | +348.1% | -267.8% | +63.4% |
| All | +688.1% | +8,529.0% | -7,840.9% | +554.8% |
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 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