+143.8%
UNP vs PDD
+199.6%
-55.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -0.9% | -1.0% | 0.0% | -0.9% |
| 30D | +8.0% | -2.4% | +10.4% | +8.1% |
| 3M | +3.3% | -14.6% | +18.0% | +4.0% |
| 6M | +14.7% | -19.6% | +34.3% | +15.7% |
| YTD | +31.9% | -30.0% | +61.9% | +33.8% |
| 1Y | +37.1% | -42.5% | +79.6% | +40.3% |
| 3Y | +51.9% | -27.2% | +79.0% | +51.9% |
| 5Y | +39.3% | -8.2% | +47.5% | +34.7% |
| All | +143.8% | +199.6% | -55.8% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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