+1,714.7%
PLTR vs UNP
+73.9%
+1,640.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +0.4% | -2.1% | +2.5% | +1.3% |
| 30D | -17.5% | +7.3% | -24.8% | -19.7% |
| 3M | -1.5% | +3.6% | -5.1% | -2.9% |
| 6M | +25.9% | +15.8% | +10.1% | +18.2% |
| YTD | -3.0% | +32.6% | -35.6% | -15.4% |
| 1Y | -9.7% | +37.2% | -46.9% | -22.6% |
| 3Y | +776.5% | +52.6% | +723.9% | +616.0% |
| 5Y | +649.9% | +40.6% | +609.3% | +517.1% |
| All | +1,714.7% | +73.9% | +1,640.8% | +1,519.7% |
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