+4,339.8%
UNP vs PBR
+1,864.5%
+2,475.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.2% |
| 7D | -0.7% | +2.5% | -3.2% | -1.3% |
| 30D | -1.1% | +19.4% | -20.5% | -5.0% |
| 3M | +7.9% | +20.8% | -12.9% | +3.1% |
| 6M | +14.6% | +23.5% | -8.8% | +8.6% |
| YTD | +26.6% | +83.4% | -56.8% | +9.7% |
| 1Y | +35.6% | +77.6% | -42.0% | +18.1% |
| 3Y | +45.5% | +99.9% | -54.4% | +21.2% |
| 5Y | +50.0% | +567.7% | -517.7% | -9.1% |
| 10Y | +271.8% | +621.5% | -349.7% | +92.9% |
| All | +4,339.8% | +1,864.5% | +2,475.3% | +1,643.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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