+32.9%
PFE vs UNP
+273.1%
-240.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.7% | -0.7% | -1.9% | -2.5% |
| 30D | +3.8% | -1.1% | +5.0% | +4.1% |
| 3M | +10.4% | +7.9% | +2.5% | +7.8% |
| 6M | +6.3% | +14.6% | -8.4% | +1.7% |
| YTD | +17.4% | +26.6% | -9.2% | +9.0% |
| 1Y | +21.1% | +35.6% | -14.4% | +10.2% |
| 3Y | -1.6% | +45.5% | -47.1% | -12.9% |
| 5Y | -22.2% | +50.0% | -72.1% | -32.9% |
| 10Y | +32.9% | +271.8% | -238.9% | -17.6% |
| All | +32.9% | +273.1% | -240.2% | -17.6% |
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