+91.3%
PEP vs UNP
+288.6%
-197.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.3% | +2.1% | -2.4% | -0.9% |
| 30D | +11.8% | +7.7% | +4.0% | +9.3% |
| 3M | +3.7% | +4.0% | -0.4% | +2.4% |
| 6M | -4.3% | +15.7% | -20.0% | -8.6% |
| YTD | +2.1% | +33.5% | -31.4% | -6.7% |
| 1Y | +2.5% | +38.9% | -36.4% | -7.5% |
| 3Y | -5.0% | +53.7% | -58.7% | -17.9% |
| 5Y | +2.9% | +40.4% | -37.6% | -9.9% |
| All | +91.3% | +288.6% | -197.3% | +33.6% |
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