+132,969.6%
UNH vs PG
+3,937.4%
+129,032.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.2% | -2.7% | -0.5% | -2.0% |
| 30D | -3.5% | -1.5% | -1.9% | -2.8% |
| 3M | -4.2% | -3.4% | -0.8% | -2.9% |
| 6M | +38.3% | -7.0% | +45.3% | +42.0% |
| YTD | +19.2% | +2.0% | +17.2% | +17.2% |
| 1Y | +15.0% | -6.5% | +21.4% | +17.4% |
| 3Y | -14.5% | +1.2% | -15.7% | -17.1% |
| 5Y | +4.6% | +12.8% | -8.2% | -4.0% |
| 10Y | +241.1% | +117.7% | +123.5% | +132.3% |
| All | +132,969.6% | +3,937.4% | +129,032.3% | +18,027.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling