+7,901.8%
UTHR vs PEGA
+1,929.8%
+5,972.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.5% |
| 7D | -5.4% | +3.3% | -8.7% | -5.7% |
| 30D | -6.0% | +17.7% | -23.8% | -7.5% |
| 3M | -11.0% | +5.8% | -16.8% | -11.7% |
| 6M | -0.5% | -20.3% | +19.7% | +0.9% |
| YTD | +0.1% | -37.1% | +37.2% | +3.3% |
| 1Y | +28.2% | -30.2% | +58.4% | +30.6% |
| 3Y | +113.8% | +48.1% | +65.7% | +98.7% |
| 5Y | +131.3% | -46.8% | +178.1% | +131.2% |
| 10Y | +296.7% | +191.3% | +105.4% | +236.2% |
| All | +7,901.8% | +1,929.8% | +5,972.0% | +5,427.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling