+134.9%
UNP vs PDD
+210.2%
-75.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -5.3% | -4.1% | -1.3% | -5.2% |
| 30D | -1.5% | -9.6% | +8.1% | -1.1% |
| 3M | +10.3% | -4.3% | +14.5% | +10.4% |
| 6M | +9.7% | -18.8% | +28.4% | +10.5% |
| YTD | +27.1% | -27.5% | +54.6% | +28.8% |
| 1Y | +32.6% | -33.6% | +66.2% | +34.8% |
| 3Y | +40.0% | -20.4% | +60.4% | +39.4% |
| 5Y | +50.8% | -19.6% | +70.4% | +47.0% |
| All | +134.9% | +210.2% | -75.3% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling