+214.3%
UNH vs PWR
+1,857.9%
-1,643.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.4% | +19.1% | -16.7% | -1.1% |
| 30D | +7.2% | -12.0% | +19.3% | +9.1% |
| 3M | +0.5% | -10.6% | +11.1% | +1.6% |
| 6M | +3.4% | -20.8% | +24.2% | +6.5% |
| YTD | +25.2% | +43.7% | -18.6% | +11.6% |
| 1Y | +22.7% | +35.0% | -12.3% | +10.7% |
| 3Y | -20.3% | +249.4% | -269.7% | -47.3% |
| 5Y | -3.4% | +422.1% | -425.5% | -46.7% |
| All | +214.3% | +1,857.9% | -1,643.6% | -10.2% |
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