+281.1%
UNP vs PEG
+167.4%
+113.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | +2.1% | +2.3% | -0.2% | +1.0% |
| 30D | +7.7% | +6.1% | +1.6% | +4.8% |
| 3M | +4.0% | -0.5% | +4.6% | +4.1% |
| 6M | +15.7% | -3.2% | +18.8% | +17.0% |
| YTD | +33.5% | -4.4% | +37.9% | +35.5% |
| 1Y | +38.9% | -7.4% | +46.3% | +43.0% |
| 3Y | +53.7% | +33.9% | +19.7% | +28.7% |
| 5Y | +40.4% | +42.3% | -1.9% | +12.7% |
| All | +281.1% | +167.4% | +113.7% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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