-3.6%
UNH vs PEGA
-45.8%
+42.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -1.6% | -8.6% | +7.1% | -1.2% |
| 30D | +6.5% | -10.1% | +16.5% | +6.9% |
| 3M | +0.8% | -4.7% | +5.6% | +0.9% |
| 6M | +6.1% | -8.0% | +14.0% | +6.2% |
| YTD | +24.5% | -47.1% | +71.6% | +27.2% |
| 1Y | +26.3% | -47.5% | +73.8% | +29.0% |
| 3Y | -20.7% | +40.2% | -61.0% | -23.3% |
| 5Y | -3.6% | -45.7% | +42.2% | -0.4% |
| All | -3.6% | -45.8% | +42.3% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling