+247.4%
UNH vs PCAR
+357.6%
-110.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -1.5% | -7.7% | +6.2% | +1.2% |
| 3M | -0.8% | +3.7% | -4.5% | -2.5% |
| 6M | +41.8% | +2.3% | +39.5% | +39.4% |
| YTD | +23.1% | +12.8% | +10.3% | +16.7% |
| 1Y | +28.5% | +27.8% | +0.8% | +16.0% |
| 3Y | -11.8% | +61.8% | -73.6% | -30.4% |
| 5Y | +5.3% | +168.2% | -162.9% | -36.1% |
| 10Y | +247.4% | +359.1% | -111.6% | +60.2% |
| All | +247.4% | +357.6% | -110.1% | +60.2% |
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