+238.4%
UNP vs PENG
+661.7%
-423.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.9% | +1.4% |
| 7D | -3.3% | -3.8% | +0.5% | -3.4% |
| 30D | +6.7% | -40.1% | +46.8% | +11.4% |
| 3M | +1.8% | -21.8% | +23.6% | +2.6% |
| 6M | +13.3% | +3.3% | +10.0% | +7.5% |
| YTD | +30.3% | +133.6% | -103.3% | +10.2% |
| 1Y | +36.9% | +110.7% | -73.8% | +17.1% |
| 3Y | +50.9% | +204.3% | -153.3% | +17.4% |
| 5Y | +37.9% | +54.4% | -16.4% | +11.6% |
| All | +238.4% | +661.7% | -423.2% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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