+272.5%
PM vs UNP
+286.3%
-13.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.4% |
| 7D | +0.5% | +4.2% | -3.7% | -0.9% |
| 30D | -3.2% | +5.6% | -8.8% | -5.0% |
| 3M | +6.2% | +2.0% | +4.2% | +5.4% |
| 6M | +7.7% | +15.4% | -7.7% | +2.3% |
| YTD | +27.3% | +32.7% | -5.5% | +14.9% |
| 1Y | +32.8% | +39.4% | -6.7% | +17.8% |
| 3Y | +150.0% | +54.3% | +95.7% | +108.9% |
| 5Y | +164.2% | +39.6% | +124.6% | +124.8% |
| All | +272.5% | +286.3% | -13.8% | +136.6% |
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