+3,280.0%
PFE vs UNP
+9,690.0%
-6,410.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | -5.3% | +7.1% | +3.3% |
| 30D | +10.2% | -1.5% | +11.8% | +10.7% |
| 3M | +12.7% | +10.3% | +2.4% | +9.4% |
| 6M | +10.5% | +9.7% | +0.9% | +7.1% |
| YTD | +20.2% | +27.1% | -6.9% | +11.6% |
| 1Y | +24.1% | +32.6% | -8.5% | +13.7% |
| 3Y | -3.6% | +40.0% | -43.6% | -13.7% |
| 5Y | -20.9% | +50.8% | -71.7% | -31.7% |
| 10Y | +35.8% | +278.6% | -242.8% | -13.2% |
| All | +3,280.0% | +9,690.0% | -6,410.0% | +660.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling