+284.1%
UNP vs PEGA
+92.7%
+191.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -0.9% | -8.2% | +7.3% | +0.4% |
| 30D | +8.0% | -11.6% | +19.6% | +10.0% |
| 3M | +3.3% | -4.2% | +7.5% | +3.6% |
| 6M | +14.7% | -12.0% | +26.7% | +15.9% |
| YTD | +31.9% | -46.9% | +78.8% | +43.6% |
| 1Y | +37.1% | -47.0% | +84.1% | +49.1% |
| 3Y | +51.9% | +40.9% | +11.0% | +27.7% |
| 5Y | +39.3% | -45.4% | +84.7% | +44.7% |
| 10Y | +284.1% | +95.9% | +188.2% | +173.9% |
| All | +284.1% | +92.7% | +191.4% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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