+1,248.2%
PANW vs UNP
+285.4%
+962.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -0.8% | -1.8% | +1.0% | -0.2% |
| 30D | -14.6% | -2.7% | -11.8% | -13.8% |
| 3M | +18.3% | +6.5% | +11.8% | +15.5% |
| 6M | +100.5% | +14.4% | +86.1% | +89.4% |
| YTD | +79.5% | +24.8% | +54.7% | +63.1% |
| 1Y | +66.7% | +34.4% | +32.3% | +47.0% |
| 3Y | +161.2% | +43.6% | +117.7% | +120.8% |
| 5Y | +322.2% | +53.2% | +269.0% | +242.9% |
| All | +1,248.2% | +285.4% | +962.8% | +741.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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