+3.5%
UNH vs PEGA
-48.2%
+51.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.9% |
| 7D | -1.7% | -6.1% | +4.5% | -1.4% |
| 30D | -3.8% | +6.4% | -10.2% | -4.1% |
| 3M | -4.3% | +2.9% | -7.2% | -4.6% |
| 6M | +38.6% | -23.8% | +62.5% | +39.8% |
| YTD | +20.7% | -41.1% | +61.7% | +22.9% |
| 1Y | +16.0% | -38.2% | +54.2% | +17.8% |
| 3Y | -13.5% | +49.8% | -63.3% | -16.7% |
| 5Y | +3.5% | -48.0% | +51.5% | +15.2% |
| All | +3.5% | -48.2% | +51.7% | +15.2% |
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