+216.1%
UNH vs PWR
+1,844.4%
-1,628.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +3.4% | +11.3% | -7.9% | +1.2% |
| 30D | +3.0% | -8.9% | +11.9% | +4.1% |
| 3M | +2.7% | -10.5% | +13.2% | +3.9% |
| 6M | +2.8% | -22.2% | +24.9% | +6.2% |
| YTD | +25.9% | +42.7% | -16.9% | +12.4% |
| 1Y | +25.8% | +41.1% | -15.3% | +12.4% |
| 3Y | -20.0% | +242.7% | -262.8% | -46.9% |
| 5Y | -2.8% | +418.5% | -421.4% | -46.3% |
| All | +216.1% | +1,844.4% | -1,628.4% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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