+239.5%
UNP vs PENG
+520.3%
-280.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -23.0% | +19.6% | -1.0% |
| 7D | -1.3% | -36.7% | +35.4% | +2.9% |
| 30D | +7.7% | -42.0% | +49.7% | +12.7% |
| 3M | +1.3% | -33.2% | +34.5% | +3.8% |
| 6M | +14.0% | +2.1% | +11.9% | +7.7% |
| YTD | +30.8% | +90.3% | -59.5% | +13.1% |
| 1Y | +40.0% | +67.7% | -27.7% | +22.8% |
| 3Y | +50.1% | +154.2% | -104.2% | +18.9% |
| 5Y | +39.6% | +28.3% | +11.3% | +15.2% |
| All | +239.5% | +520.3% | -280.8% | +135.6% |
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 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