+27.1%
UTHR vs PEGA
-37.1%
+64.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.5% |
| 7D | +2.8% | -5.3% | +8.1% | +2.6% |
| 30D | -2.3% | +8.3% | -10.5% | -2.0% |
| 3M | -7.4% | +8.9% | -16.3% | -7.2% |
| 6M | -6.0% | -19.7% | +13.8% | -7.5% |
| YTD | +3.4% | -39.9% | +43.3% | +0.8% |
| 1Y | +27.1% | -36.4% | +63.5% | +23.8% |
| All | +27.1% | -37.1% | +64.2% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling