+1,684.5%
PLTR vs UNP
+63.9%
+1,620.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | 0.0% | -1.7% | +1.8% | +0.7% |
| 30D | -3.3% | -2.1% | -1.1% | -2.5% |
| 3M | +28.4% | +5.4% | +22.9% | +25.7% |
| 6M | +8.4% | +13.4% | -5.0% | +1.9% |
| YTD | -4.6% | +25.0% | -29.6% | -14.8% |
| 1Y | +4.4% | +34.6% | -30.2% | -10.4% |
| 3Y | +1,020.5% | +43.6% | +976.9% | +837.8% |
| 5Y | +548.8% | +51.7% | +497.1% | +466.1% |
| All | +1,684.5% | +63.9% | +1,620.6% | +1,530.4% |
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