+15.0%
UNH vs PEGA
-37.1%
+52.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.3% |
| 7D | -3.2% | -5.3% | +2.1% | -3.0% |
| 30D | -3.5% | +8.3% | -11.7% | -3.6% |
| 3M | -4.2% | +8.9% | -13.1% | -4.5% |
| 6M | +38.3% | -19.7% | +58.0% | +38.8% |
| YTD | +19.2% | -39.9% | +59.1% | +20.1% |
| 1Y | +15.0% | -36.4% | +51.4% | +15.4% |
| All | +15.0% | -37.1% | +52.1% | +15.4% |
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