+9.9%
UNH vs PL
+84.9%
-75.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.9% |
| 7D | +1.1% | -9.3% | +10.4% | +1.2% |
| 30D | -3.8% | -18.9% | +15.1% | -3.5% |
| 3M | +0.7% | -58.4% | +59.1% | +1.9% |
| 6M | +37.9% | -30.3% | +68.2% | +37.9% |
| YTD | +21.9% | -8.1% | +30.0% | +21.0% |
| 1Y | +31.4% | +180.5% | -149.1% | +27.0% |
| 3Y | -11.4% | +444.1% | -455.5% | -16.4% |
| 5Y | +2.5% | +83.0% | -80.5% | -8.0% |
| All | +9.9% | +84.9% | -75.0% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling