+225.1%
UNH vs PCAR
+290.1%
-65.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -3.0% | -1.4% |
| 7D | -1.6% | +2.2% | -3.8% | -2.4% |
| 30D | +6.5% | +0.3% | +6.1% | +6.3% |
| 3M | +0.8% | -17.9% | +18.7% | +7.8% |
| 6M | +6.1% | -3.4% | +9.5% | +6.6% |
| YTD | +24.5% | -0.1% | +24.6% | +22.9% |
| 1Y | +26.3% | +13.4% | +12.9% | +19.0% |
| 3Y | -20.7% | +37.2% | -57.9% | -33.4% |
| 5Y | -3.6% | +117.3% | -120.9% | -36.3% |
| 10Y | +225.1% | +295.0% | -69.9% | +62.8% |
| All | +225.1% | +290.1% | -65.1% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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