+35.6%
UNP vs PCG
+13.7%
+21.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.2% |
| 7D | -4.6% | -1.6% | -3.0% | -4.2% |
| 30D | +5.6% | +1.4% | +4.2% | +5.3% |
| 3M | -1.3% | -23.4% | +22.1% | +3.7% |
| 6M | +9.2% | -19.4% | +28.6% | +13.0% |
| YTD | +27.3% | -18.5% | +45.8% | +31.1% |
| 1Y | +35.9% | -19.5% | +55.4% | +40.2% |
| 3Y | +45.5% | -21.0% | +66.5% | +48.8% |
| All | +35.6% | +13.7% | +21.9% | +24.1% |
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