+9,321.7%
UNP vs PCAR
+15,337.6%
-6,015.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | +10.3% | +5.9% | +4.4% | +7.7% |
| 6M | +9.7% | +0.4% | +9.3% | +8.9% |
| YTD | +27.1% | +14.8% | +12.3% | +20.2% |
| 1Y | +32.6% | +30.1% | +2.5% | +19.5% |
| 3Y | +40.0% | +66.7% | -26.7% | +13.8% |
| 5Y | +50.8% | +166.1% | -115.3% | +2.7% |
| 10Y | +278.6% | +353.7% | -75.0% | +113.8% |
| All | +9,321.7% | +15,337.6% | -6,015.9% | +2,102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling