-16.3%
UNH vs PG
+2.5%
-18.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.6% |
| 7D | -4.5% | -0.8% | -3.7% | -4.4% |
| 30D | -6.5% | +0.8% | -7.4% | -6.7% |
| 3M | -6.0% | -1.3% | -4.7% | -5.8% |
| 6M | +33.7% | -3.8% | +37.5% | +34.5% |
| YTD | +16.4% | +3.6% | +12.8% | +15.2% |
| 1Y | +10.1% | -5.7% | +15.8% | +10.7% |
| 3Y | -16.3% | +1.6% | -17.9% | -19.0% |
| All | -16.3% | +2.5% | -18.8% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling