+21.1%
PFE vs UNP
+34.3%
-13.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -2.7% | -0.7% | -1.9% | -2.5% |
| 30D | +3.8% | -1.1% | +5.0% | +4.0% |
| 3M | +10.4% | +7.9% | +2.5% | +8.6% |
| 6M | +6.3% | +14.6% | -8.4% | +3.3% |
| YTD | +17.4% | +26.6% | -9.2% | +10.2% |
| 1Y | +21.1% | +35.6% | -14.4% | +17.5% |
| All | +21.1% | +34.3% | -13.2% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling