+281.1%
UNP vs PCG
-76.5%
+357.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +2.1% | -2.0% | +4.1% | +2.3% |
| 30D | +7.7% | -2.7% | +10.4% | +8.0% |
| 3M | +4.0% | -25.1% | +29.1% | +6.4% |
| 6M | +15.7% | -22.3% | +38.0% | +17.8% |
| YTD | +33.5% | -18.5% | +52.0% | +35.4% |
| 1Y | +38.9% | -21.8% | +60.8% | +41.4% |
| 3Y | +53.7% | -21.0% | +74.7% | +55.7% |
| 5Y | +40.4% | +8.1% | +32.4% | +38.2% |
| All | +281.1% | -76.5% | +357.6% | +286.2% |
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