+52.2%
UNP vs PCG
+58.3%
-6.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | -0.4% |
| 7D | -5.3% | -13.9% | +8.5% | -2.8% |
| 30D | -1.5% | -16.9% | +15.3% | +1.8% |
| 3M | +10.3% | -14.7% | +25.0% | +13.1% |
| 6M | +9.7% | -23.8% | +33.5% | +15.5% |
| YTD | +27.1% | -10.5% | +37.6% | +28.4% |
| 1Y | +32.6% | -5.1% | +37.7% | +31.7% |
| 3Y | +40.0% | -11.6% | +51.6% | +39.7% |
| All | +52.2% | +58.3% | -6.1% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling