+2,949.7%
UNH vs PFG
+1,015.3%
+1,934.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +1.1% | +5.5% | -4.5% | -0.6% |
| 30D | -3.8% | +2.4% | -6.1% | -4.5% |
| 3M | +0.7% | +13.6% | -12.8% | -3.1% |
| 6M | +37.9% | +27.9% | +10.0% | +28.2% |
| YTD | +21.9% | +35.6% | -13.6% | +11.4% |
| 1Y | +31.4% | +48.5% | -17.1% | +16.9% |
| 3Y | -11.4% | +66.9% | -78.3% | -25.1% |
| 5Y | +2.5% | +111.0% | -108.4% | -20.8% |
| 10Y | +242.9% | +244.5% | -1.6% | +117.3% |
| All | +2,949.7% | +1,015.3% | +1,934.4% | +1,066.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling