+8.6%
UNH vs PCAR
-11.2%
+19.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | -3.2% | +0.1% | -3.2% | -3.1% |
| 30D | +4.8% | -4.6% | +9.4% | +5.7% |
| 3M | -1.8% | -22.6% | +20.7% | +1.9% |
| 6M | +8.6% | -12.0% | +20.6% | +11.2% |
| All | +8.6% | -11.2% | +19.8% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling