-3.4%
UNH vs PL
+33.5%
-36.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.6% |
| 7D | +2.4% | +22.3% | -19.9% | +2.1% |
| 30D | +7.2% | -8.3% | +15.6% | +7.3% |
| 3M | +0.5% | -43.3% | +43.8% | +1.2% |
| 6M | +3.4% | -65.8% | +69.3% | +4.7% |
| YTD | +25.2% | -29.5% | +54.7% | +24.6% |
| 1Y | +22.7% | +11.7% | +10.9% | +20.7% |
| 3Y | -20.3% | +540.6% | -560.8% | -25.1% |
| 5Y | -3.4% | +32.9% | -36.3% | -9.2% |
| All | -3.4% | +33.5% | -36.9% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling