+54.9%
UNP vs PCOR
-8.1%
+63.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +2.1% | +2.2% | -0.1% | +1.9% |
| 30D | +7.7% | +37.4% | -29.7% | +3.9% |
| 3M | +4.0% | +33.2% | -29.2% | +0.5% |
| 6M | +15.7% | +60.6% | -44.9% | +9.0% |
| YTD | +33.5% | +6.2% | +27.3% | +31.4% |
| 1Y | +38.9% | -1.1% | +40.0% | +38.0% |
| 3Y | +53.7% | +48.4% | +5.3% | +42.8% |
| 5Y | +40.4% | -13.1% | +53.6% | +30.0% |
| All | +54.9% | -8.1% | +63.0% | +44.5% |
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