+125.1%
PM vs UNP
+51.4%
+73.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -0.7% | -0.5% | -1.1% |
| 30D | -2.6% | -1.1% | -1.4% | -2.4% |
| 3M | +5.8% | +7.9% | -2.1% | +4.0% |
| 6M | +10.6% | +14.6% | -4.1% | +7.2% |
| YTD | +17.2% | +26.6% | -9.4% | +11.2% |
| 1Y | +17.6% | +35.6% | -17.9% | +10.0% |
| 3Y | +124.3% | +45.5% | +78.8% | +102.4% |
| 5Y | +125.1% | +50.0% | +75.1% | +86.0% |
| All | +125.1% | +51.4% | +73.7% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling