+236.3%
UNH vs PFG
+247.4%
-11.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -3.2% | -3.0% | -0.2% | -2.2% |
| 30D | -3.5% | +2.5% | -5.9% | -4.3% |
| 3M | -4.2% | +6.1% | -10.2% | -6.2% |
| 6M | +38.3% | +31.3% | +7.0% | +26.3% |
| YTD | +19.2% | +33.6% | -14.3% | +8.2% |
| 1Y | +15.0% | +48.5% | -33.6% | +0.8% |
| 3Y | -14.5% | +69.6% | -84.1% | -29.8% |
| 5Y | +4.6% | +111.5% | -106.9% | -23.1% |
| All | +236.3% | +247.4% | -11.1% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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