+52.2%
UNP vs PCOR
-43.0%
+95.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +0.7% |
| 7D | -5.3% | -9.0% | +3.6% | -4.3% |
| 30D | -1.5% | +4.2% | -5.7% | -2.1% |
| 3M | +10.3% | +14.4% | -4.2% | +8.2% |
| 6M | +9.7% | +0.2% | +9.5% | +8.6% |
| YTD | +27.1% | -20.3% | +47.3% | +29.5% |
| 1Y | +32.6% | -16.1% | +48.7% | +33.7% |
| 3Y | +40.0% | -14.7% | +54.7% | +37.9% |
| All | +52.2% | -43.0% | +95.2% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling