+297.1%
UNP vs P
+469.1%
-172.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.2% | -3.1% |
| 7D | -4.6% | -23.8% | +19.3% | -1.6% |
| 30D | +5.6% | -36.6% | +42.3% | +11.1% |
| 3M | -1.3% | +10.9% | -12.2% | -4.1% |
| 6M | +9.2% | +30.0% | -20.7% | +2.7% |
| YTD | +27.3% | +44.4% | -17.0% | +17.0% |
| 1Y | +35.9% | +3.9% | +32.0% | +29.6% |
| 3Y | +45.5% | +176.6% | -131.1% | +11.7% |
| 5Y | +36.0% | +249.3% | -213.3% | -3.0% |
| 10Y | +307.2% | +726.9% | -419.7% | +140.0% |
| All | +297.1% | +469.1% | -172.0% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling