+46.9%
PM vs UNP
+44.1%
+2.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | +4.3% | +3.6% | +0.7% | +3.2% |
| 30D | +11.5% | +11.4% | +0.1% | +8.3% |
| 3M | +13.0% | +4.6% | +8.4% | +11.5% |
| 6M | +25.9% | +18.3% | +7.6% | +19.9% |
| YTD | +34.0% | +35.4% | -1.4% | +22.4% |
| 1Y | +46.9% | +42.6% | +4.3% | +28.8% |
| All | +46.9% | +44.1% | +2.8% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling