+35.6%
UNP vs PENG
+42.1%
-6.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.4% | -15.0% | -3.4% |
| 7D | -4.6% | -19.4% | +14.9% | -3.6% |
| 30D | +5.6% | -42.4% | +48.0% | +8.7% |
| 3M | -1.3% | -25.6% | +24.3% | -0.6% |
| 6M | +9.2% | +7.3% | +2.0% | +4.1% |
| YTD | +27.3% | +113.9% | -86.5% | +12.6% |
| 1Y | +35.9% | +93.6% | -57.7% | +21.2% |
| 3Y | +45.5% | +170.2% | -124.8% | +20.4% |
| All | +35.6% | +42.1% | -6.5% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling