+47.7%
UNP vs PCOR
-10.3%
+58.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.6% |
| 7D | -4.6% | +22.7% | -27.3% | -6.8% |
| 30D | +5.6% | +37.5% | -31.8% | +1.9% |
| 3M | -1.3% | +35.2% | -36.5% | -4.8% |
| 6M | +9.2% | +42.2% | -33.0% | +4.3% |
| YTD | +27.3% | +3.6% | +23.8% | +25.6% |
| 1Y | +35.9% | -4.8% | +40.7% | +35.6% |
| 3Y | +45.5% | +48.3% | -2.9% | +35.1% |
| 5Y | +36.0% | -20.1% | +56.1% | +26.5% |
| All | +47.7% | -10.3% | +58.1% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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