+25.8%
UNH vs PFG
+37.6%
-11.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +3.4% | +2.4% | +1.0% | +2.6% |
| 30D | +3.0% | +5.9% | -2.9% | +1.3% |
| 3M | +2.7% | -0.4% | +3.2% | +2.9% |
| 6M | +2.8% | +14.8% | -12.1% | -3.1% |
| YTD | +25.9% | +31.9% | -6.0% | +10.2% |
| 1Y | +25.8% | +38.8% | -13.0% | +7.9% |
| All | +25.8% | +37.6% | -11.8% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling