+228.4%
UNH vs PG
+121.7%
+106.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -3.1% |
| 7D | -4.5% | -0.8% | -3.7% | -4.2% |
| 30D | -6.5% | +0.8% | -7.4% | -6.9% |
| 3M | -6.0% | -1.3% | -4.7% | -5.6% |
| 6M | +33.7% | -3.8% | +37.5% | +35.4% |
| YTD | +16.4% | +3.6% | +12.8% | +13.2% |
| 1Y | +10.1% | -5.7% | +15.8% | +12.2% |
| 3Y | -16.3% | +1.6% | -17.9% | -19.9% |
| 5Y | +2.1% | +14.6% | -12.5% | -9.8% |
| All | +228.4% | +121.7% | +106.7% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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