+116.1%
PG vs UNP
+285.4%
-169.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.8% | -1.8% | +1.0% | -0.3% |
| 30D | +0.8% | -2.7% | +3.6% | +1.5% |
| 3M | -1.3% | +6.5% | -7.8% | -3.2% |
| 6M | -3.8% | +14.4% | -18.2% | -7.5% |
| YTD | +3.6% | +24.8% | -21.2% | -2.7% |
| 1Y | -5.7% | +34.4% | -40.1% | -13.3% |
| 3Y | +1.6% | +43.6% | -42.0% | -9.3% |
| 5Y | +14.6% | +53.2% | -38.6% | -0.8% |
| All | +116.1% | +285.4% | -169.3% | +57.1% |
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