+35.6%
UNP vs PCG
-0.4%
+36.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.8% |
| 7D | -0.7% | +5.4% | -6.2% | -1.3% |
| 30D | -1.1% | -15.1% | +14.0% | +1.0% |
| 3M | +7.9% | -9.8% | +17.7% | +8.4% |
| 6M | +14.6% | -18.0% | +32.6% | +17.7% |
| YTD | +26.6% | -7.2% | +33.8% | +25.2% |
| 1Y | +35.6% | +2.9% | +32.7% | +35.9% |
| All | +35.6% | -0.4% | +36.0% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling