+230.6%
UNP vs PENG
+597.2%
-366.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.4% | -15.0% | -3.9% |
| 7D | -4.6% | -19.4% | +14.9% | -3.0% |
| 30D | +5.6% | -42.4% | +48.0% | +10.7% |
| 3M | -1.3% | -25.6% | +24.3% | 0.0% |
| 6M | +9.2% | +7.3% | +2.0% | +2.8% |
| YTD | +27.3% | +113.9% | -86.5% | +8.7% |
| 1Y | +35.9% | +93.6% | -57.7% | +17.3% |
| 3Y | +45.5% | +170.2% | -124.8% | +14.7% |
| 5Y | +36.0% | +44.2% | -8.2% | +10.7% |
| All | +230.6% | +597.2% | -366.5% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling