+3.5%
UNH vs PEP
+2.5%
+1.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.6% |
| 7D | -1.7% | -1.7% | 0.0% | -1.2% |
| 30D | -3.8% | +0.3% | -4.1% | -3.9% |
| 3M | -4.3% | -3.2% | -1.0% | -3.5% |
| 6M | +38.6% | -13.6% | +52.2% | +44.3% |
| YTD | +20.7% | -1.9% | +22.5% | +19.6% |
| 1Y | +16.0% | -0.6% | +16.6% | +14.1% |
| 3Y | -13.5% | -13.6% | +0.1% | -9.5% |
| 5Y | +3.5% | +3.2% | +0.3% | -5.4% |
| All | +3.5% | +2.5% | +1.0% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling