+51.2%
UNP vs PCOR
-9.0%
+60.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | -3.3% | +22.2% | -25.5% | -5.5% |
| 30D | +6.7% | +36.0% | -29.3% | +3.0% |
| 3M | +1.8% | +34.0% | -32.2% | -1.7% |
| 6M | +13.3% | +43.5% | -30.2% | +8.1% |
| YTD | +30.3% | +5.1% | +25.2% | +28.4% |
| 1Y | +36.9% | -3.9% | +40.9% | +36.5% |
| 3Y | +50.9% | +52.9% | -2.0% | +39.8% |
| 5Y | +37.9% | -18.7% | +56.6% | +28.1% |
| All | +51.2% | -9.0% | +60.2% | +41.2% |
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