+138,844.1%
UNH vs PEP
+3,322.7%
+135,521.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -1.6% | +1.1% | -2.6% | -2.0% |
| 30D | +6.5% | +13.6% | -7.2% | +0.9% |
| 3M | +0.8% | +5.1% | -4.3% | -1.5% |
| 6M | +6.1% | -1.6% | +7.7% | +6.3% |
| YTD | +24.5% | +3.3% | +21.1% | +21.1% |
| 1Y | +26.3% | +3.2% | +23.1% | +22.8% |
| 3Y | -20.7% | -3.9% | -16.8% | -21.8% |
| 5Y | -3.6% | +4.0% | -7.6% | -8.3% |
| 10Y | +225.1% | +90.1% | +134.9% | +142.8% |
| All | +138,844.1% | +3,322.7% | +135,521.4% | +25,748.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling