+80.3%
PEP vs UNP
+321.0%
-240.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.3% |
| 7D | +1.0% | -3.3% | +4.3% | +2.0% |
| 30D | +12.6% | +6.7% | +5.9% | +10.5% |
| 3M | +3.1% | +1.8% | +1.4% | +2.6% |
| 6M | -6.3% | +13.3% | -19.6% | -9.9% |
| YTD | +1.9% | +30.3% | -28.5% | -6.2% |
| 1Y | +3.3% | +36.9% | -33.7% | -6.3% |
| 3Y | -4.8% | +50.9% | -55.8% | -17.1% |
| 5Y | +2.0% | +37.9% | -35.9% | -9.9% |
| 10Y | +80.3% | +293.8% | -213.5% | +37.7% |
| All | +80.3% | +321.0% | -240.7% | +37.7% |
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