+236.3%
UNH vs PEP
+78.6%
+157.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.2% | -1.4% | -1.8% | -2.5% |
| 30D | -3.5% | -0.2% | -3.2% | -3.4% |
| 3M | -4.2% | -4.3% | +0.1% | -2.3% |
| 6M | +38.3% | -13.2% | +51.5% | +47.7% |
| YTD | +19.2% | -1.9% | +21.1% | +18.1% |
| 1Y | +15.0% | -0.3% | +15.3% | +12.4% |
| 3Y | -14.5% | -13.6% | -0.9% | -10.8% |
| 5Y | +4.6% | +3.4% | +1.2% | -4.2% |
| All | +236.3% | +78.6% | +157.7% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 10y: compounded portfolio wealth divided by compounded PEP 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…
10y analysis · Full analysis span regression · 6 months rolling