+36.5%
UNP vs PENG
+99.6%
-63.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.2% |
| 7D | -0.9% | -16.1% | +15.1% | -0.9% |
| 30D | +8.0% | -41.5% | +49.5% | +8.2% |
| 3M | +3.3% | -19.1% | +22.4% | +3.1% |
| 6M | +14.7% | +0.9% | +13.8% | +10.6% |
| YTD | +31.9% | +128.2% | -96.3% | +16.8% |
| All | +36.5% | +99.6% | -63.1% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling