+139,595.9%
UNH vs PCG
+88.9%
+139,507.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +0.2% | -0.5% | +0.6% | +0.2% |
| 30D | +6.8% | +0.8% | +6.0% | +6.7% |
| 3M | -0.3% | -22.0% | +21.8% | +2.3% |
| 6M | +7.9% | -17.1% | +25.0% | +9.8% |
| YTD | +25.1% | -16.9% | +42.0% | +27.1% |
| 1Y | +29.3% | -19.1% | +48.4% | +31.7% |
| 3Y | -20.3% | -19.4% | -0.8% | -19.3% |
| 5Y | -3.6% | +9.0% | -12.6% | -6.6% |
| 10Y | +227.5% | -76.2% | +303.6% | +236.7% |
| All | +139,595.9% | +88.9% | +139,507.0% | +64,657.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling