+40.6%
UNP vs PCAR
+118.9%
-78.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.4% |
| 7D | -2.1% | +2.2% | -4.3% | -2.9% |
| 30D | +7.3% | +0.3% | +7.0% | +7.1% |
| 3M | +3.6% | -17.9% | +21.6% | +11.6% |
| 6M | +15.8% | -3.4% | +19.3% | +16.6% |
| YTD | +32.6% | -0.1% | +32.7% | +31.3% |
| 1Y | +37.2% | +13.4% | +23.8% | +29.1% |
| 3Y | +52.6% | +37.2% | +15.4% | +29.6% |
| 5Y | +40.6% | +117.3% | -76.8% | -6.7% |
| All | +40.6% | +118.9% | -78.3% | -6.7% |
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