+288.4%
UNP vs PCAR
+290.1%
-1.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.7% |
| 7D | -2.1% | +2.2% | -4.3% | -3.1% |
| 30D | +7.3% | +0.3% | +7.0% | +7.0% |
| 3M | +3.6% | -17.9% | +21.6% | +14.3% |
| 6M | +15.8% | -3.4% | +19.3% | +16.7% |
| YTD | +32.6% | -0.1% | +32.7% | +30.6% |
| 1Y | +37.2% | +13.4% | +23.8% | +26.2% |
| 3Y | +52.6% | +37.2% | +15.4% | +21.7% |
| 5Y | +40.6% | +117.3% | -76.8% | -17.4% |
| 10Y | +288.4% | +295.0% | -6.5% | +54.8% |
| All | +288.4% | +290.1% | -1.7% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling