+225.1%
UNH vs PCG
-76.4%
+301.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.5% |
| 7D | -1.6% | -2.2% | +0.7% | -1.4% |
| 30D | +6.5% | -0.5% | +6.9% | +6.5% |
| 3M | +0.8% | -24.0% | +24.8% | +2.8% |
| 6M | +6.1% | -18.6% | +24.7% | +7.5% |
| YTD | +24.5% | -17.7% | +42.1% | +25.9% |
| 1Y | +26.3% | -20.0% | +46.3% | +28.0% |
| 3Y | -20.7% | -20.2% | -0.5% | -20.0% |
| 5Y | -3.6% | +8.4% | -11.9% | -5.4% |
| 10Y | +225.1% | -76.4% | +301.5% | +259.1% |
| All | +225.1% | -76.4% | +301.5% | +259.1% |
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