-21.3%
UNH vs PENG
+184.4%
-205.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -0.5% |
| 7D | -3.2% | -19.4% | +16.3% | -3.0% |
| 30D | +4.8% | -42.4% | +47.2% | +5.2% |
| 3M | -1.8% | -25.6% | +23.8% | -1.9% |
| 6M | +8.6% | +7.3% | +1.3% | +6.6% |
| YTD | +21.8% | +113.9% | -92.1% | +16.9% |
| 1Y | +25.8% | +93.6% | -67.7% | +20.8% |
| 3Y | -21.3% | +170.2% | -191.5% | -20.9% |
| All | -21.3% | +184.4% | -205.7% | -20.9% |
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