+293.8%
UNP vs PCAR
+326.7%
-32.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +0.5% |
| 7D | -3.3% | +2.9% | -6.2% | -4.7% |
| 30D | +6.7% | -2.1% | +8.8% | +7.8% |
| 3M | +1.8% | -20.4% | +22.2% | +14.1% |
| 6M | +13.3% | -7.0% | +20.3% | +16.5% |
| YTD | +30.3% | -2.6% | +33.0% | +30.1% |
| 1Y | +36.9% | +9.8% | +27.2% | +28.1% |
| 3Y | +50.9% | +37.3% | +13.7% | +20.1% |
| 5Y | +37.9% | +116.4% | -78.5% | -19.1% |
| 10Y | +293.8% | +293.0% | +0.8% | +55.0% |
| All | +293.8% | +326.7% | -32.9% | +55.0% |
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