+52.2%
UNP vs PEGA
-46.5%
+98.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.2% |
| 7D | -5.3% | +3.3% | -8.6% | -5.6% |
| 30D | -1.5% | +17.7% | -19.3% | -2.8% |
| 3M | +10.3% | +5.8% | +4.5% | +9.5% |
| 6M | +9.7% | -20.3% | +29.9% | +11.2% |
| YTD | +27.1% | -37.1% | +64.2% | +31.2% |
| 1Y | +32.6% | -30.2% | +62.8% | +35.1% |
| 3Y | +40.0% | +48.1% | -8.1% | +29.2% |
| All | +52.2% | -46.5% | +98.7% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling