+3,159.9%
PEP vs UNP
+9,690.0%
-6,530.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | -5.3% | +4.0% | -0.2% |
| 30D | +0.2% | -1.5% | +1.8% | +0.6% |
| 3M | -1.1% | +10.3% | -11.4% | -3.5% |
| 6M | -13.5% | +9.7% | -23.1% | -15.6% |
| YTD | -1.2% | +27.1% | -28.3% | -6.9% |
| 1Y | -1.6% | +32.6% | -34.1% | -8.2% |
| 3Y | -12.5% | +40.0% | -52.5% | -20.0% |
| 5Y | +3.0% | +50.8% | -47.8% | -8.4% |
| 10Y | +73.9% | +278.6% | -204.7% | +23.4% |
| All | +3,159.9% | +9,690.0% | -6,530.0% | +759.0% |
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 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