+48.5%
PFE vs UNP
+288.6%
-240.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -2.1% | +2.1% | -4.2% | -2.7% |
| 30D | +3.1% | +7.7% | -4.6% | +1.0% |
| 3M | +11.2% | +4.0% | +7.1% | +9.9% |
| 6M | +15.0% | +15.7% | -0.6% | +10.1% |
| YTD | +23.5% | +33.5% | -10.0% | +13.2% |
| 1Y | +18.9% | +38.9% | -20.0% | +7.7% |
| 3Y | +18.7% | +53.7% | -34.9% | +3.7% |
| 5Y | -24.0% | +40.4% | -64.5% | -32.9% |
| All | +48.5% | +288.6% | -240.1% | +7.2% |
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