+1,428.3%
UNH vs PM
+752.6%
+675.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | 0.0% |
| 7D | +1.1% | -4.9% | +5.9% | +3.5% |
| 30D | -3.8% | -3.4% | -0.4% | -2.3% |
| 3M | +0.7% | +5.2% | -4.4% | -2.4% |
| 6M | +37.9% | +3.7% | +34.2% | +33.3% |
| YTD | +21.9% | +15.8% | +6.2% | +10.9% |
| 1Y | +31.4% | +17.4% | +14.0% | +18.0% |
| 3Y | -11.4% | +116.9% | -128.3% | -45.7% |
| 5Y | +2.5% | +117.3% | -114.8% | -38.8% |
| 10Y | +242.9% | +193.8% | +49.1% | +58.4% |
| All | +1,428.3% | +752.6% | +675.6% | +175.0% |
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 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