+228.4%
UNH vs PEG
+148.0%
+80.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -4.5% | -0.9% | -3.7% | -4.2% |
| 30D | -6.5% | -3.7% | -2.8% | -5.1% |
| 3M | -6.0% | -7.3% | +1.3% | -3.1% |
| 6M | +33.7% | -10.5% | +44.1% | +39.3% |
| YTD | +16.4% | -7.5% | +23.9% | +19.3% |
| 1Y | +10.1% | -8.7% | +18.8% | +13.2% |
| 3Y | -16.3% | +31.4% | -47.7% | -29.1% |
| 5Y | +2.1% | +37.8% | -35.7% | -16.8% |
| All | +228.4% | +148.0% | +80.4% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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