+136,006.0%
UNH vs PEP
+3,172.7%
+132,833.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | +1.1% | -1.4% | +2.5% | +1.6% |
| 30D | -3.8% | +0.2% | -4.0% | -3.9% |
| 3M | +0.7% | -1.1% | +1.9% | +1.0% |
| 6M | +37.9% | -13.5% | +51.3% | +45.5% |
| YTD | +21.9% | -1.2% | +23.1% | +21.1% |
| 1Y | +31.4% | -1.6% | +32.9% | +30.3% |
| 3Y | -11.4% | -12.5% | +1.1% | -9.1% |
| 5Y | +2.5% | +3.0% | -0.5% | -2.0% |
| 10Y | +242.9% | +73.9% | +168.9% | +165.6% |
| All | +136,006.0% | +3,172.7% | +132,833.4% | +25,749.1% |
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