-1.1%
UNH vs PSA
+26.3%
-27.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +3.4% | -1.4% | +4.8% | +3.8% |
| 30D | +3.0% | +15.2% | -12.2% | -0.8% |
| 3M | +2.7% | +2.2% | +0.5% | +2.0% |
| 6M | +2.8% | +11.7% | -8.9% | -0.4% |
| YTD | +25.9% | +32.0% | -6.1% | +16.0% |
| 1Y | +25.8% | +26.3% | -0.5% | +17.4% |
| 3Y | -20.0% | +52.4% | -72.4% | -31.1% |
| All | -1.1% | +26.3% | -27.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 5y: compounded portfolio wealth divided by compounded PSA 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…
5y analysis · Full analysis span regression · 6 months rolling