+135,813.1%
UNH vs PPL
+2,158.2%
+133,654.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | +4.8% | +5.4% | -0.6% | +2.7% |
| 3M | -1.8% | +4.3% | -6.1% | -3.5% |
| 6M | +8.6% | -1.3% | +9.9% | +8.8% |
| YTD | +21.8% | +4.7% | +17.1% | +18.9% |
| 1Y | +25.8% | +1.3% | +24.6% | +24.4% |
| 3Y | -21.3% | +57.2% | -78.5% | -35.3% |
| 5Y | -5.3% | +48.2% | -53.6% | -21.0% |
| 10Y | +238.1% | +62.7% | +175.3% | +164.8% |
| All | +135,813.1% | +2,158.2% | +133,654.8% | +38,352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling