-20.5%
UNH vs PENG
+227.7%
-248.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | +2.4% | +34.6% | -32.2% | +2.0% |
| 30D | +7.2% | -35.9% | +43.2% | +7.5% |
| 3M | +0.5% | -14.7% | +15.2% | +0.3% |
| 6M | +3.4% | +13.5% | -10.1% | +1.7% |
| YTD | +25.2% | +156.1% | -131.0% | +19.9% |
| 1Y | +22.7% | +141.3% | -118.7% | +17.5% |
| All | -20.5% | +227.7% | -248.2% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling