+3,260.6%
PEP vs UNP
+9,939.8%
-6,679.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.2% |
| 7D | +1.0% | -3.3% | +4.3% | +1.8% |
| 30D | +12.6% | +6.7% | +5.9% | +11.0% |
| 3M | +3.1% | +1.8% | +1.4% | +2.7% |
| 6M | -6.3% | +13.3% | -19.6% | -9.1% |
| YTD | +1.9% | +30.3% | -28.5% | -4.5% |
| 1Y | +3.3% | +36.9% | -33.7% | -4.3% |
| 3Y | -4.8% | +50.9% | -55.8% | -14.5% |
| 5Y | +2.0% | +37.9% | -35.9% | -7.3% |
| 10Y | +80.3% | +293.8% | -213.5% | +26.9% |
| All | +3,260.6% | +9,939.8% | -6,679.2% | +780.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling