+228.4%
UNH vs PNR
+66.2%
+162.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -4.5% | -6.0% | +1.5% | -2.7% |
| 30D | -6.5% | -14.0% | +7.4% | -2.1% |
| 3M | -6.0% | -21.7% | +15.7% | +0.7% |
| 6M | +33.7% | -37.3% | +70.9% | +53.0% |
| YTD | +16.4% | -45.1% | +61.5% | +38.8% |
| 1Y | +10.1% | -49.1% | +59.2% | +34.6% |
| 3Y | -16.3% | -14.8% | -1.5% | -17.3% |
| 5Y | +2.1% | -21.0% | +23.1% | +2.4% |
| All | +228.4% | +66.2% | +162.2% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling