+664.5%
PEP vs UTHR
+7,123.9%
-6,459.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.6% |
| 7D | -1.4% | -5.4% | +4.0% | -1.1% |
| 30D | +0.2% | -6.0% | +6.3% | +0.5% |
| 3M | -1.1% | -11.0% | +9.9% | -0.6% |
| 6M | -13.5% | -0.5% | -13.0% | -13.6% |
| YTD | -1.2% | +0.1% | -1.3% | -1.4% |
| 1Y | -1.6% | +28.2% | -29.7% | -3.0% |
| 3Y | -12.5% | +113.8% | -126.3% | -16.5% |
| 5Y | +3.0% | +131.3% | -128.3% | -2.4% |
| 10Y | +73.9% | +296.7% | -222.8% | +58.8% |
| All | +664.5% | +7,123.9% | -6,459.3% | +541.6% |
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