+821.1%
PM vs UNP
+1,368.0%
-546.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.1% |
| 7D | -7.3% | -3.3% | -4.0% | -6.3% |
| 30D | -4.0% | +6.7% | -10.7% | -5.9% |
| 3M | +2.7% | +1.8% | +1.0% | +2.1% |
| 6M | +14.9% | +13.3% | +1.5% | +10.2% |
| YTD | +23.5% | +30.3% | -6.8% | +13.2% |
| 1Y | +30.4% | +36.9% | -6.6% | +17.6% |
| 3Y | +143.2% | +50.9% | +92.3% | +109.1% |
| 5Y | +159.5% | +37.9% | +121.5% | +126.0% |
| 10Y | +234.7% | +293.8% | -59.1% | +105.9% |
| All | +821.1% | +1,368.0% | -546.9% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling