+271.8%
UNP vs PCG
-75.0%
+346.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.7% |
| 7D | -0.7% | +5.4% | -6.2% | -1.2% |
| 30D | -1.1% | -15.1% | +14.0% | 0.0% |
| 3M | +7.9% | -9.8% | +17.7% | +8.5% |
| 6M | +14.6% | -18.0% | +32.6% | +16.2% |
| YTD | +26.6% | -7.2% | +33.8% | +26.9% |
| 1Y | +35.6% | +2.9% | +32.7% | +34.6% |
| 3Y | +45.5% | -11.1% | +56.6% | +45.8% |
| 5Y | +50.0% | +61.8% | -11.8% | +42.9% |
| 10Y | +271.8% | -75.2% | +347.0% | +269.8% |
| All | +271.8% | -75.0% | +346.8% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PCG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling