+137,274.1%
UNH vs PEG
+2,929.1%
+134,345.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +1.1% | +1.0% | +0.1% | +0.8% |
| 30D | -1.5% | -1.9% | +0.3% | -0.9% |
| 3M | -0.8% | -3.7% | +2.8% | +0.5% |
| 6M | +41.8% | -9.4% | +51.2% | +46.6% |
| YTD | +23.1% | -6.0% | +29.1% | +25.2% |
| 1Y | +28.5% | -4.4% | +32.9% | +29.6% |
| 3Y | -11.8% | +33.5% | -45.3% | -23.2% |
| 5Y | +5.3% | +35.7% | -30.4% | -9.8% |
| 10Y | +247.4% | +140.4% | +107.0% | +134.2% |
| All | +137,274.1% | +2,929.1% | +134,345.0% | +31,848.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling