+2.9%
UNH vs PENG
+115.2%
-112.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.4% | -1.1% |
| 7D | +1.1% | +4.5% | -3.5% | +1.0% |
| 30D | -3.8% | -7.1% | +3.3% | -3.7% |
| 3M | +0.7% | -27.3% | +28.0% | +1.1% |
| 6M | +37.9% | +169.6% | -131.7% | +32.5% |
| YTD | +21.9% | +164.6% | -142.7% | +17.2% |
| 1Y | +31.4% | +109.5% | -78.1% | +26.6% |
| 3Y | -11.4% | +98.9% | -110.3% | -15.1% |
| All | +2.9% | +115.2% | -112.3% | -1.8% |
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