+54.3%
UNP vs PEG
+36.1%
+18.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | +4.2% | +4.5% | -0.3% | +2.9% |
| 30D | +5.6% | +7.5% | -2.0% | +3.5% |
| 3M | +2.0% | +0.8% | +1.2% | +1.7% |
| 6M | +15.4% | 0.0% | +15.4% | +15.2% |
| YTD | +32.7% | -3.0% | +35.8% | +33.4% |
| 1Y | +39.4% | -4.7% | +44.2% | +40.8% |
| 3Y | +54.3% | +36.5% | +17.8% | +36.9% |
| All | +54.3% | +36.1% | +18.2% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling