+7.3%
UNH vs PCOR
-9.0%
+16.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | -0.7% | +22.2% | -22.9% | -2.2% |
| 30D | +4.8% | +36.0% | -31.2% | +2.5% |
| 3M | -1.7% | +34.0% | -35.7% | -4.0% |
| 6M | +5.9% | +43.5% | -37.6% | +2.6% |
| YTD | +22.8% | +5.1% | +17.7% | +21.3% |
| 1Y | +25.9% | -3.9% | +29.9% | +25.1% |
| 3Y | -21.4% | +52.9% | -74.4% | -24.7% |
| 5Y | -6.3% | -18.7% | +12.4% | -9.6% |
| All | +7.3% | -9.0% | +16.2% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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