+163.1%
UNH vs PENG
+597.2%
-434.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.4% | -12.8% | -1.3% |
| 7D | -3.2% | -19.4% | +16.3% | -1.9% |
| 30D | +4.8% | -42.4% | +47.2% | +8.4% |
| 3M | -1.8% | -25.6% | +23.8% | -0.9% |
| 6M | +8.6% | +7.3% | +1.3% | +4.1% |
| YTD | +21.8% | +113.9% | -92.1% | +9.0% |
| 1Y | +25.8% | +93.6% | -67.7% | +13.5% |
| 3Y | -21.3% | +170.2% | -191.5% | -33.9% |
| 5Y | -5.3% | +44.2% | -49.5% | -18.4% |
| All | +163.1% | +597.2% | -434.1% | +84.3% |
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