-11.8%
UNH vs PM
+124.9%
-136.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.9% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | -1.5% | -2.6% | +1.0% | -1.5% |
| 3M | -0.8% | +5.8% | -6.6% | -0.9% |
| 6M | +41.8% | +10.6% | +31.3% | +42.0% |
| YTD | +23.1% | +17.2% | +5.9% | +23.0% |
| 1Y | +28.5% | +17.6% | +10.9% | +28.4% |
| 3Y | -11.8% | +124.3% | -136.0% | -21.2% |
| All | -11.8% | +124.9% | -136.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling