+1,046.2%
PLTR vs UNP
+45.7%
+1,000.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | -6.4% | -5.3% | -1.1% | -4.4% |
| 30D | +10.0% | -1.5% | +11.6% | +10.7% |
| 3M | +23.0% | +10.3% | +12.8% | +18.3% |
| 6M | +13.8% | +9.7% | +4.1% | +8.8% |
| YTD | -1.9% | +27.1% | -29.0% | -14.9% |
| 1Y | +11.6% | +32.6% | -20.9% | -6.6% |
| All | +1,046.2% | +45.7% | +1,000.5% | +735.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling