+245.3%
UNH vs PCG
-76.0%
+321.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.3% | -1.6% |
| 7D | -1.7% | +6.5% | -8.1% | -2.2% |
| 30D | -3.8% | -16.7% | +12.9% | -2.6% |
| 3M | -4.3% | -14.2% | +9.9% | -3.4% |
| 6M | +38.6% | -21.5% | +60.1% | +40.9% |
| YTD | +20.7% | -11.2% | +31.9% | +21.3% |
| 1Y | +16.0% | -4.2% | +20.2% | +15.9% |
| 3Y | -13.5% | -14.9% | +1.4% | -13.1% |
| 5Y | +3.5% | +54.2% | -50.7% | -1.1% |
| 10Y | +245.3% | -75.3% | +320.7% | +268.9% |
| All | +245.3% | -76.0% | +321.4% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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