+78.4%
UNH vs PDD
+200.9%
-122.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.0% |
| 7D | +1.1% | -4.1% | +5.3% | +1.3% |
| 30D | -1.5% | -13.1% | +11.6% | -1.2% |
| 3M | -0.8% | -3.5% | +2.6% | -0.8% |
| 6M | +41.8% | -21.8% | +63.6% | +42.6% |
| YTD | +23.1% | -29.7% | +52.7% | +24.1% |
| 1Y | +28.5% | -36.2% | +64.7% | +30.0% |
| 3Y | -11.8% | -16.4% | +4.6% | -12.2% |
| 5Y | +5.3% | -23.8% | +29.2% | +3.7% |
| All | +78.4% | +200.9% | -122.5% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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