+843.8%
PM vs UNP
+1,334.1%
-490.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.0% |
| 7D | -5.2% | -4.6% | -0.7% | -3.8% |
| 30D | +2.7% | +5.6% | -2.9% | +1.0% |
| 3M | +6.1% | -1.3% | +7.4% | +6.5% |
| 6M | +18.0% | +9.2% | +8.8% | +14.5% |
| YTD | +26.6% | +27.3% | -0.8% | +16.9% |
| 1Y | +36.7% | +35.9% | +0.8% | +23.7% |
| 3Y | +146.0% | +45.5% | +100.5% | +114.0% |
| 5Y | +164.1% | +36.0% | +128.1% | +131.1% |
| 10Y | +238.8% | +307.2% | -68.4% | +106.5% |
| All | +843.8% | +1,334.1% | -490.4% | +279.3% |
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