+34.4%
UNP vs PEG
-8.5%
+42.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -1.8% | -0.9% | -0.9% | -1.5% |
| 30D | -2.7% | -3.7% | +1.0% | -1.6% |
| 3M | +6.5% | -7.3% | +13.8% | +8.9% |
| 6M | +14.4% | -10.5% | +24.9% | +17.8% |
| YTD | +24.8% | -7.5% | +32.3% | +26.7% |
| 1Y | +34.4% | -8.7% | +43.1% | +37.2% |
| All | +34.4% | -8.5% | +42.9% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling