+81.5%
UNH vs PDD
+192.6%
-111.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.6% |
| 7D | +2.4% | -7.6% | +10.0% | +2.6% |
| 30D | +7.2% | -5.4% | +12.7% | +7.4% |
| 3M | +0.5% | -12.9% | +13.4% | +0.9% |
| 6M | +3.4% | -19.0% | +22.4% | +3.9% |
| YTD | +25.2% | -31.6% | +56.8% | +26.3% |
| 1Y | +22.7% | -43.0% | +65.7% | +24.4% |
| 3Y | -20.3% | -28.9% | +8.6% | -20.3% |
| 5Y | -3.4% | -18.4% | +15.0% | -5.2% |
| All | +81.5% | +192.6% | -111.1% | +52.9% |
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