-22.1%
UNH vs PCG
-20.0%
-2.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | -3.2% | -1.6% | -1.6% | -3.0% |
| 30D | +4.8% | +1.4% | +3.4% | +4.6% |
| 3M | -1.8% | -23.4% | +21.6% | +0.6% |
| 6M | +8.6% | -19.4% | +28.0% | +10.6% |
| YTD | +21.8% | -18.5% | +40.2% | +23.7% |
| 1Y | +25.8% | -19.5% | +45.4% | +28.1% |
| All | -22.1% | -20.0% | -2.1% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling