+52.2%
UNP vs PCAR
+168.1%
-115.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | -1.5% | -6.2% | +4.7% | +0.9% |
| 3M | +10.3% | +5.9% | +4.4% | +7.4% |
| 6M | +9.7% | +0.4% | +9.3% | +8.8% |
| YTD | +27.1% | +14.8% | +12.3% | +19.4% |
| 1Y | +32.6% | +30.1% | +2.5% | +18.1% |
| 3Y | +40.0% | +66.7% | -26.7% | +9.9% |
| All | +52.2% | +168.1% | -115.9% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling