+227.5%
UNH vs PCAR
+291.3%
-63.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +0.2% | +3.5% | -3.3% | -1.1% |
| 30D | +6.8% | -2.3% | +9.1% | +7.6% |
| 3M | -0.3% | -19.3% | +19.1% | +7.3% |
| 6M | +7.9% | -7.1% | +15.0% | +10.0% |
| YTD | +25.1% | -2.8% | +27.9% | +24.8% |
| 1Y | +29.3% | +9.3% | +20.0% | +23.5% |
| 3Y | -20.3% | +33.5% | -53.8% | -32.4% |
| 5Y | -3.6% | +112.6% | -116.2% | -35.8% |
| 10Y | +227.5% | +276.9% | -49.5% | +66.6% |
| All | +227.5% | +291.3% | -63.8% | +66.6% |
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