-11.8%
UNH vs PEP
-12.2%
+0.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -1.5% | +0.7% | -2.2% | -1.6% |
| 3M | -0.8% | -0.5% | -0.3% | -0.8% |
| 6M | +41.8% | -11.3% | +53.1% | +43.3% |
| YTD | +23.1% | -0.6% | +23.7% | +22.0% |
| 1Y | +28.5% | +1.7% | +26.9% | +26.7% |
| 3Y | -11.8% | -12.5% | +0.7% | -10.3% |
| All | -11.8% | -12.2% | +0.5% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling