+288.4%
UNP vs PCG
-76.4%
+364.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -2.1% | -2.2% | +0.2% | -1.9% |
| 30D | +7.3% | -0.5% | +7.8% | +7.3% |
| 3M | +3.6% | -24.0% | +27.6% | +5.9% |
| 6M | +15.8% | -18.6% | +34.5% | +17.5% |
| YTD | +32.6% | -17.7% | +50.3% | +34.3% |
| 1Y | +37.2% | -20.0% | +57.2% | +39.3% |
| 3Y | +52.6% | -20.2% | +72.9% | +54.4% |
| 5Y | +40.6% | +8.4% | +32.2% | +38.2% |
| 10Y | +288.4% | -76.4% | +364.8% | +294.4% |
| All | +288.4% | -76.4% | +364.8% | +294.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling