+1,677.1%
PLTR vs UNP
+73.1%
+1,604.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | -3.8% | -0.9% | -2.8% | -3.4% |
| 30D | -19.2% | +8.0% | -27.2% | -21.6% |
| 3M | -3.7% | +3.3% | -7.0% | -4.9% |
| 6M | +22.5% | +14.7% | +7.8% | +15.4% |
| YTD | -5.0% | +31.9% | -36.9% | -17.0% |
| 1Y | -12.8% | +37.1% | -49.9% | -25.3% |
| 3Y | +758.3% | +51.9% | +706.4% | +602.4% |
| 5Y | +649.6% | +39.3% | +610.3% | +517.3% |
| All | +1,677.1% | +73.1% | +1,604.0% | +1,488.9% |
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