+3.5%
UNH vs PM
+127.1%
-123.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.0% |
| 7D | -1.7% | -1.2% | -0.5% | -1.5% |
| 30D | -3.8% | -0.2% | -3.7% | -3.8% |
| 3M | -4.3% | +4.9% | -9.2% | -4.9% |
| 6M | +38.6% | +9.0% | +29.6% | +37.1% |
| YTD | +20.7% | +17.8% | +2.9% | +17.9% |
| 1Y | +16.0% | +16.8% | -0.8% | +13.3% |
| 3Y | -13.5% | +125.4% | -138.9% | -29.6% |
| 5Y | +3.5% | +128.7% | -125.2% | -17.1% |
| All | +3.5% | +127.1% | -123.6% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling