+242.6%
UNP vs PENG
+644.0%
-401.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | -0.9% | -16.1% | +15.1% | +0.4% |
| 30D | +8.0% | -41.5% | +49.5% | +13.0% |
| 3M | +3.3% | -19.1% | +22.4% | +3.8% |
| 6M | +14.7% | +0.9% | +13.8% | +9.1% |
| YTD | +31.9% | +128.2% | -96.3% | +11.8% |
| 1Y | +37.1% | +98.6% | -61.5% | +18.1% |
| 3Y | +51.9% | +188.2% | -136.3% | +19.0% |
| 5Y | +39.3% | +55.5% | -16.2% | +12.5% |
| All | +242.6% | +644.0% | -401.4% | +132.9% |
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