+1,477.6%
UNH vs PM
+837.3%
+640.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | 0.0% |
| 7D | +3.4% | +0.5% | +2.8% | +3.1% |
| 30D | +3.0% | -3.2% | +6.2% | +4.4% |
| 3M | +2.7% | +6.2% | -3.5% | -0.6% |
| 6M | +2.8% | +7.7% | -4.9% | -1.8% |
| YTD | +25.9% | +27.3% | -1.4% | +9.1% |
| 1Y | +25.8% | +32.8% | -7.0% | +6.5% |
| 3Y | -20.0% | +150.0% | -170.0% | -54.4% |
| 5Y | -2.8% | +164.2% | -167.1% | -47.9% |
| 10Y | +228.7% | +265.7% | -37.0% | +33.1% |
| All | +1,477.6% | +837.3% | +640.3% | +170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling