+236.3%
UNH vs PTC
+200.2%
+36.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.2% | -14.2% | +11.1% | 0.0% |
| 30D | -3.5% | -14.4% | +11.0% | -0.4% |
| 3M | -4.2% | -4.7% | +0.5% | -4.0% |
| 6M | +38.3% | -19.3% | +57.6% | +43.5% |
| YTD | +19.2% | -26.1% | +45.3% | +25.9% |
| 1Y | +15.0% | -37.1% | +52.0% | +25.9% |
| 3Y | -14.5% | -10.4% | -4.1% | -16.6% |
| 5Y | +4.6% | +2.5% | +2.1% | -3.9% |
| All | +236.3% | +200.2% | +36.1% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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