+10.7%
UNH vs PL
+46.6%
-35.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.5% | -13.6% | +0.7% |
| 7D | -0.7% | +10.9% | -11.6% | -0.9% |
| 30D | +4.8% | -16.4% | +21.2% | +5.0% |
| 3M | -1.7% | -39.9% | +38.2% | -1.1% |
| 6M | +5.9% | -63.2% | +69.1% | +7.1% |
| YTD | +22.8% | -27.1% | +50.0% | +22.2% |
| 1Y | +25.9% | +12.2% | +13.7% | +23.9% |
| 3Y | -21.4% | +584.3% | -605.7% | -26.4% |
| 5Y | -6.3% | +37.0% | -43.3% | -13.9% |
| All | +10.7% | +46.6% | -35.9% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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