+50.9%
UNP vs PEGA
+37.6%
+13.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +2.5% |
| 7D | -3.3% | -10.0% | +6.7% | -2.8% |
| 30D | +6.7% | -12.7% | +19.4% | +7.4% |
| 3M | +1.8% | -4.6% | +6.4% | +1.9% |
| 6M | +13.3% | -13.1% | +26.4% | +13.8% |
| YTD | +30.3% | -47.6% | +77.9% | +34.7% |
| 1Y | +36.9% | -47.0% | +83.9% | +41.2% |
| 3Y | +50.9% | +42.0% | +8.9% | +40.7% |
| All | +50.9% | +37.6% | +13.3% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling