+3,280.3%
PEP vs UNP
+9,971.6%
-6,691.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +1.0% |
| 7D | +6.7% | -1.3% | +8.0% | +7.0% |
| 30D | +13.5% | +7.7% | +5.8% | +11.6% |
| 3M | +3.9% | +1.3% | +2.6% | +3.6% |
| 6M | -6.0% | +14.0% | -20.0% | -9.0% |
| YTD | +2.5% | +30.8% | -28.3% | -4.0% |
| 1Y | +3.9% | +40.0% | -36.0% | -4.2% |
| 3Y | -4.7% | +50.1% | -54.7% | -14.2% |
| 5Y | +1.1% | +39.6% | -38.5% | -8.4% |
| 10Y | +83.8% | +318.1% | -234.3% | +27.7% |
| All | +3,280.3% | +9,971.6% | -6,691.3% | +784.9% |
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