+14.3%
PFE vs UNP
+46.2%
-31.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.9% |
| 7D | -3.7% | -4.6% | +0.9% | -2.5% |
| 30D | +5.0% | +5.6% | -0.7% | +3.6% |
| 3M | +12.2% | -1.3% | +13.5% | +12.6% |
| 6M | +14.6% | +9.2% | +5.3% | +11.6% |
| YTD | +24.1% | +27.3% | -3.2% | +15.0% |
| 1Y | +26.6% | +35.9% | -9.3% | +15.0% |
| 3Y | +14.3% | +45.5% | -31.2% | +4.5% |
| All | +14.3% | +46.2% | -31.9% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling