+169.0%
UNH vs PENG
+720.8%
-551.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.3% | -10.9% | -1.3% |
| 7D | -1.6% | +1.9% | -3.4% | -2.0% |
| 30D | +6.5% | -37.8% | +44.2% | +9.4% |
| 3M | +0.8% | -14.1% | +14.9% | +0.7% |
| 6M | +6.1% | +13.1% | -7.1% | +1.5% |
| YTD | +24.5% | +151.8% | -127.3% | +10.1% |
| 1Y | +26.3% | +136.0% | -109.7% | +12.2% |
| 3Y | -20.7% | +217.9% | -238.7% | -34.2% |
| 5Y | -3.6% | +64.1% | -67.7% | -17.5% |
| All | +169.0% | +720.8% | -551.9% | +86.1% |
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