+247.4%
UNH vs PLD
+238.6%
+8.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | -1.5% | -1.2% | -0.3% | -1.1% |
| 3M | -0.8% | -2.3% | +1.5% | -0.1% |
| 6M | +41.8% | +4.5% | +37.3% | +39.2% |
| YTD | +23.1% | +10.1% | +12.9% | +18.0% |
| 1Y | +28.5% | +25.9% | +2.6% | +17.2% |
| 3Y | -11.8% | +24.4% | -36.2% | -21.9% |
| 5Y | +5.3% | +15.5% | -10.1% | -6.5% |
| 10Y | +247.4% | +240.3% | +7.1% | +88.2% |
| All | +247.4% | +238.6% | +8.8% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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