+245.3%
UNH vs PWR
+2,367.8%
-2,122.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | -0.1% | -1.6% |
| 7D | -1.7% | +2.7% | -4.3% | -2.2% |
| 30D | -3.8% | -5.1% | +1.3% | -3.0% |
| 3M | -4.3% | -9.4% | +5.1% | -3.2% |
| 6M | +38.6% | +10.4% | +28.2% | +33.3% |
| YTD | +20.7% | +48.6% | -28.0% | +7.9% |
| 1Y | +16.0% | +68.0% | -52.0% | +0.2% |
| 3Y | -13.5% | +204.7% | -218.2% | -39.8% |
| 5Y | +3.5% | +451.9% | -448.4% | -43.4% |
| 10Y | +245.3% | +2,425.3% | -2,180.0% | -7.8% |
| All | +245.3% | +2,367.8% | -2,122.5% | -7.8% |
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