+52.2%
UNP vs P
+276.6%
-224.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -5.3% | +6.5% | -11.9% | -5.8% |
| 30D | -1.5% | +18.8% | -20.4% | -3.0% |
| 3M | +10.3% | +26.7% | -16.5% | +7.7% |
| 6M | +9.7% | +62.2% | -52.5% | +4.5% |
| YTD | +27.1% | +48.5% | -21.4% | +21.6% |
| 1Y | +32.6% | +26.4% | +6.2% | +27.4% |
| 3Y | +40.0% | +159.4% | -119.4% | +18.0% |
| All | +52.2% | +276.6% | -224.5% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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