+228.4%
UNH vs PFGC
+292.9%
-64.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.3% |
| 7D | -4.5% | -4.8% | +0.2% | -3.8% |
| 30D | -6.5% | -12.5% | +6.0% | -4.6% |
| 3M | -6.0% | -9.7% | +3.7% | -4.6% |
| 6M | +33.7% | +7.0% | +26.6% | +31.9% |
| YTD | +16.4% | +4.5% | +11.9% | +14.9% |
| 1Y | +10.1% | -11.6% | +21.7% | +11.5% |
| 3Y | -16.3% | +58.5% | -74.8% | -23.4% |
| 5Y | +2.1% | +112.6% | -110.5% | -12.6% |
| All | +228.4% | +292.9% | -64.5% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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