+51.7%
UNP vs PCOR
-10.0%
+61.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -1.3% | +23.7% | -25.0% | -3.7% |
| 30D | +7.7% | +39.0% | -31.3% | +3.7% |
| 3M | +1.3% | +35.8% | -34.5% | -2.4% |
| 6M | +14.0% | +38.2% | -24.3% | +9.2% |
| YTD | +30.8% | +3.9% | +26.8% | +29.0% |
| 1Y | +40.0% | +5.7% | +34.3% | +37.5% |
| 3Y | +50.1% | +44.8% | +5.3% | +39.8% |
| 5Y | +39.6% | -19.8% | +59.4% | +29.8% |
| All | +51.7% | -10.0% | +61.7% | +41.9% |
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