+228.4%
UNH vs PPG
+26.9%
+201.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.5% | -6.2% | +1.7% | -2.5% |
| 30D | -6.5% | -7.9% | +1.4% | -4.0% |
| 3M | -6.0% | -10.2% | +4.2% | -2.9% |
| 6M | +33.7% | +2.7% | +31.0% | +30.6% |
| YTD | +16.4% | +4.9% | +11.5% | +12.6% |
| 1Y | +10.1% | -3.2% | +13.3% | +9.5% |
| 3Y | -16.3% | -17.0% | +0.7% | -13.4% |
| 5Y | +2.1% | -23.3% | +25.4% | +6.3% |
| All | +228.4% | +26.9% | +201.5% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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