+163.5%
UNH vs PENG
+762.7%
-599.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.4% | -1.5% |
| 7D | +1.1% | +4.5% | -3.5% | +0.7% |
| 30D | -3.8% | -7.1% | +3.3% | -3.4% |
| 3M | +0.7% | -27.3% | +28.0% | +1.8% |
| 6M | +37.9% | +169.6% | -131.7% | +22.9% |
| YTD | +21.9% | +164.6% | -142.7% | +8.7% |
| 1Y | +31.4% | +109.5% | -78.1% | +19.0% |
| 3Y | -11.4% | +98.9% | -110.3% | -23.0% |
| 5Y | +2.5% | +116.3% | -113.7% | -14.7% |
| All | +163.5% | +762.7% | -599.2% | +83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling