+15.0%
UNH vs PEP
0.0%
+15.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.2% | -1.4% | -1.8% | -3.2% |
| 30D | -3.5% | -0.2% | -3.2% | -3.4% |
| 3M | -4.2% | -4.3% | +0.1% | -4.8% |
| 6M | +38.3% | -13.2% | +51.5% | +34.2% |
| YTD | +19.2% | -1.9% | +21.1% | +19.0% |
| 1Y | +15.0% | -0.3% | +15.3% | +16.3% |
| All | +15.0% | 0.0% | +15.0% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling