+269.0%
UNH vs PR
+152.6%
+116.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | -3.2% | -16.4% | +13.3% | -2.8% |
| 30D | +4.8% | -1.9% | +6.7% | +4.8% |
| 3M | -1.8% | +8.0% | -9.8% | -2.1% |
| 6M | +8.6% | +4.1% | +4.5% | +8.4% |
| YTD | +21.8% | +58.7% | -36.9% | +20.3% |
| 1Y | +25.8% | +75.8% | -50.0% | +24.0% |
| 3Y | -21.3% | +73.2% | -94.5% | -22.7% |
| 5Y | -5.3% | +230.1% | -235.5% | -8.9% |
| 10Y | +238.1% | +67.4% | +170.7% | +262.5% |
| All | +269.0% | +152.6% | +116.4% | +285.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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