-6.7%
UNH vs PENG
+42.1%
-48.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -0.6% |
| 7D | -3.2% | -19.4% | +16.3% | -2.9% |
| 30D | +4.8% | -42.4% | +47.2% | +5.5% |
| 3M | -1.8% | -25.6% | +23.8% | -1.7% |
| 6M | +8.6% | +7.3% | +1.3% | +6.9% |
| YTD | +21.8% | +113.9% | -92.1% | +17.2% |
| 1Y | +25.8% | +93.6% | -67.7% | +21.3% |
| 3Y | -21.3% | +170.2% | -191.5% | -25.5% |
| All | -6.7% | +42.1% | -48.9% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling