+12,083.9%
UNH vs PEGA
+1,209.2%
+10,874.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.9% |
| 7D | +1.1% | +3.3% | -2.2% | +0.8% |
| 30D | -3.8% | +17.7% | -21.5% | -4.9% |
| 3M | +0.7% | +5.8% | -5.1% | +0.1% |
| 6M | +37.9% | -20.3% | +58.1% | +39.3% |
| YTD | +21.9% | -37.1% | +59.1% | +24.9% |
| 1Y | +31.4% | -30.2% | +61.6% | +33.4% |
| 3Y | -11.4% | +48.1% | -59.5% | -16.1% |
| 5Y | +2.5% | -46.8% | +49.3% | +2.4% |
| 10Y | +242.9% | +191.3% | +51.5% | +205.6% |
| All | +12,083.9% | +1,209.2% | +10,874.7% | +8,464.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling