+9,321.7%
UNP vs PEG
+2,907.1%
+6,414.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.3% | +0.7% | -6.0% | -5.6% |
| 30D | -1.5% | -2.4% | +0.9% | -0.7% |
| 3M | +10.3% | -4.8% | +15.0% | +12.2% |
| 6M | +9.7% | -10.7% | +20.4% | +14.1% |
| YTD | +27.1% | -6.7% | +33.8% | +29.9% |
| 1Y | +32.6% | -6.8% | +39.4% | +35.4% |
| 3Y | +40.0% | +34.5% | +5.5% | +22.9% |
| 5Y | +50.8% | +35.8% | +15.1% | +31.3% |
| 10Y | +278.6% | +141.7% | +136.9% | +164.0% |
| All | +9,321.7% | +2,907.1% | +6,414.6% | +3,061.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling