+165.4%
UNH vs PENG
+661.7%
-496.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.3% | -8.4% | +0.2% |
| 7D | -0.7% | -3.8% | +3.1% | -0.8% |
| 30D | +4.8% | -40.1% | +44.9% | +8.1% |
| 3M | -1.7% | -21.8% | +20.1% | -1.1% |
| 6M | +5.9% | +3.3% | +2.6% | +2.1% |
| YTD | +22.8% | +133.6% | -110.8% | +9.3% |
| 1Y | +25.9% | +110.7% | -84.8% | +12.9% |
| 3Y | -21.4% | +204.3% | -225.7% | -34.6% |
| 5Y | -6.3% | +54.4% | -60.6% | -19.5% |
| All | +165.4% | +661.7% | -496.2% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling