+231.0%
UNH vs PPL
+62.1%
+168.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | +4.8% | +4.2% | +0.6% | +2.9% |
| 3M | -1.7% | +1.5% | -3.2% | -2.5% |
| 6M | +5.9% | +1.0% | +4.8% | +5.0% |
| YTD | +22.8% | +4.4% | +18.4% | +19.5% |
| 1Y | +25.9% | +0.8% | +25.2% | +24.4% |
| 3Y | -21.4% | +56.5% | -77.9% | -38.2% |
| 5Y | -6.3% | +47.7% | -53.9% | -25.1% |
| 10Y | +231.0% | +64.4% | +166.6% | +152.4% |
| All | +231.0% | +62.1% | +168.8% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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