-3.6%
UNH vs PM
+159.5%
-163.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +0.2% | -6.6% | +6.8% | +0.9% |
| 30D | +6.8% | -3.4% | +10.3% | +7.2% |
| 3M | -0.3% | +5.3% | -5.6% | -0.8% |
| 6M | +7.9% | +15.5% | -7.6% | +6.2% |
| YTD | +25.1% | +24.3% | +0.9% | +21.7% |
| 1Y | +29.3% | +29.7% | -0.4% | +24.9% |
| 3Y | -20.3% | +144.9% | -165.2% | -35.8% |
| 5Y | -3.6% | +159.0% | -162.6% | -24.2% |
| All | -3.6% | +159.5% | -163.1% | -24.2% |
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 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