+37.1%
UNP vs PCAR
+9.5%
+27.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -0.9% | +3.8% | -4.7% | -2.2% |
| 30D | +8.0% | -2.0% | +10.0% | +8.6% |
| 3M | +3.3% | -19.1% | +22.4% | +10.7% |
| 6M | +14.7% | -6.8% | +21.5% | +16.3% |
| YTD | +31.9% | -2.5% | +34.4% | +31.1% |
| 1Y | +37.1% | +9.7% | +27.5% | +30.8% |
| All | +37.1% | +9.5% | +27.6% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling