+47.5%
UNP vs PCOR
-30.9%
+78.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +0.6% |
| 7D | -5.3% | -9.0% | +3.6% | -4.4% |
| 30D | -1.5% | +4.2% | -5.7% | -2.1% |
| 3M | +10.3% | +14.4% | -4.2% | +8.3% |
| 6M | +9.7% | +0.2% | +9.5% | +8.7% |
| YTD | +27.1% | -20.3% | +47.3% | +29.4% |
| 1Y | +32.6% | -16.1% | +48.7% | +33.6% |
| 3Y | +40.0% | -14.7% | +54.7% | +38.1% |
| 5Y | +50.8% | -43.2% | +94.0% | +44.0% |
| All | +47.5% | -30.9% | +78.4% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling