+355.4%
UTHR vs PEGA
+92.7%
+262.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | -2.1% | -8.2% | +6.1% | -1.1% |
| 30D | +7.2% | -11.6% | +18.7% | +8.7% |
| 3M | +11.1% | -4.2% | +15.3% | +11.4% |
| 6M | +4.2% | -12.0% | +16.2% | +5.0% |
| YTD | +20.8% | -46.9% | +67.7% | +28.6% |
| 1Y | +29.7% | -47.0% | +76.7% | +37.9% |
| 3Y | +164.1% | +40.9% | +123.3% | +134.3% |
| 5Y | +190.7% | -45.4% | +236.0% | +206.4% |
| 10Y | +355.4% | +95.9% | +259.5% | +311.7% |
| All | +355.4% | +92.7% | +262.7% | +311.7% |
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