+236.3%
UNH vs PM
+217.1%
+19.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.9% |
| 7D | -3.2% | +1.9% | -5.1% | -3.8% |
| 30D | -3.5% | +1.9% | -5.4% | -4.1% |
| 3M | -4.2% | +4.6% | -8.8% | -5.9% |
| 6M | +38.3% | +11.7% | +26.6% | +32.3% |
| YTD | +19.2% | +20.4% | -1.1% | +10.6% |
| 1Y | +15.0% | +19.0% | -4.0% | +6.7% |
| 3Y | -14.5% | +130.4% | -144.9% | -41.4% |
| 5Y | +4.6% | +131.5% | -126.9% | -29.7% |
| All | +236.3% | +217.1% | +19.2% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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