+132,969.6%
UNH vs PPG
+2,572.2%
+130,397.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | -3.2% | -5.1% | +2.0% | -1.3% |
| 30D | -3.5% | -9.6% | +6.1% | 0.0% |
| 3M | -4.2% | -6.4% | +2.3% | -2.3% |
| 6M | +38.3% | +0.5% | +37.8% | +36.1% |
| YTD | +19.2% | +4.4% | +14.8% | +15.5% |
| 1Y | +15.0% | -0.9% | +15.9% | +13.5% |
| 3Y | -14.5% | -17.0% | +2.4% | -11.9% |
| 5Y | +4.6% | -23.7% | +28.2% | +8.0% |
| 10Y | +241.1% | +25.9% | +215.3% | +181.2% |
| All | +132,969.6% | +2,572.2% | +130,397.4% | +37,024.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling