+304.4%
UTHR vs PEGA
+180.6%
+123.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | +2.8% | -5.3% | +8.1% | +3.4% |
| 30D | -2.3% | +8.3% | -10.5% | -3.3% |
| 3M | -7.4% | +8.9% | -16.3% | -8.7% |
| 6M | -6.0% | -19.7% | +13.8% | -4.3% |
| YTD | +3.4% | -39.9% | +43.3% | +8.5% |
| 1Y | +27.1% | -36.4% | +63.5% | +31.7% |
| 3Y | +123.8% | +52.8% | +71.0% | +98.0% |
| 5Y | +139.6% | -45.7% | +185.3% | +155.9% |
| All | +304.4% | +180.6% | +123.9% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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