-20.7%
PFE vs UNP
+51.0%
-71.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | -5.3% | +7.1% | +3.1% |
| 30D | +10.2% | -1.5% | +11.8% | +10.6% |
| 3M | +12.7% | +10.3% | +2.4% | +9.8% |
| 6M | +10.5% | +9.7% | +0.9% | +7.6% |
| YTD | +20.2% | +27.1% | -6.9% | +12.5% |
| 1Y | +24.1% | +32.6% | -8.5% | +14.8% |
| 3Y | -3.6% | +40.0% | -43.6% | -12.4% |
| All | -20.7% | +51.0% | -71.7% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling