+282.5%
UNP vs PEGA
+170.9%
+111.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.9% |
| 7D | -1.7% | -6.1% | +4.4% | -0.7% |
| 30D | -2.1% | +6.4% | -8.5% | -3.2% |
| 3M | +5.4% | +2.9% | +2.5% | +4.3% |
| 6M | +13.4% | -23.8% | +37.2% | +17.2% |
| YTD | +25.0% | -41.1% | +66.0% | +34.1% |
| 1Y | +34.6% | -38.2% | +72.8% | +42.4% |
| 3Y | +43.6% | +49.8% | -6.2% | +20.2% |
| 5Y | +51.7% | -48.0% | +99.7% | +62.8% |
| 10Y | +282.5% | +173.1% | +109.4% | +150.0% |
| All | +282.5% | +170.9% | +111.6% | +150.0% |
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