+1,645.9%
PLTR vs UNH
+40.9%
+1,605.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -2.2% |
| 7D | -9.1% | -3.2% | -6.0% | -9.1% |
| 30D | -5.2% | -3.5% | -1.7% | -5.2% |
| 3M | +27.4% | -4.2% | +31.5% | +27.4% |
| 6M | +9.7% | +38.3% | -28.6% | +8.7% |
| YTD | -6.7% | +19.2% | -25.9% | -7.5% |
| 1Y | -0.5% | +15.0% | -15.5% | -1.4% |
| 3Y | +996.2% | -14.5% | +1,010.8% | +985.6% |
| 5Y | +531.1% | +4.6% | +526.5% | +619.5% |
| All | +1,645.9% | +40.9% | +1,605.0% | +2,299.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 10y: compounded portfolio wealth divided by compounded UNH 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…
10y analysis · Full analysis span regression · 6 months rolling