+55.2%
UNP vs PCG
-21.0%
+76.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +2.1% | -2.0% | +4.1% | +2.5% |
| 30D | +7.7% | -2.7% | +10.4% | +8.2% |
| 3M | +4.0% | -25.1% | +29.1% | +9.2% |
| 6M | +15.7% | -22.3% | +38.0% | +20.0% |
| YTD | +33.5% | -18.5% | +52.0% | +36.5% |
| 1Y | +38.9% | -21.8% | +60.8% | +43.4% |
| All | +55.2% | -21.0% | +76.2% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling