+9,592.7%
UNP vs PCAR
+12,836.9%
-3,244.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.9% | -2.9% |
| 7D | -1.3% | +2.2% | -3.5% | -2.1% |
| 30D | +7.7% | -4.4% | +12.1% | +9.4% |
| 3M | +1.3% | -21.4% | +22.7% | +10.2% |
| 6M | +14.0% | -7.3% | +21.3% | +16.5% |
| YTD | +30.8% | -3.8% | +34.5% | +31.6% |
| 1Y | +40.0% | +6.3% | +33.7% | +35.7% |
| 3Y | +50.1% | +34.4% | +15.7% | +31.8% |
| 5Y | +39.6% | +109.2% | -69.6% | +3.5% |
| 10Y | +318.1% | +312.9% | +5.2% | +144.6% |
| All | +9,592.7% | +12,836.9% | -3,244.2% | +2,310.2% |
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