+286.5%
UNP vs PFG
+192.6%
+93.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -0.9% | +3.0% | -3.9% | -2.2% |
| 30D | +8.0% | +8.2% | -0.2% | +4.3% |
| 3M | +3.3% | +2.7% | +0.7% | +1.8% |
| 6M | +14.7% | +17.2% | -2.5% | +6.2% |
| YTD | +31.9% | +34.8% | -2.8% | +14.1% |
| 1Y | +37.1% | +43.6% | -6.5% | +15.1% |
| 3Y | +51.9% | +85.4% | -33.6% | +11.5% |
| 5Y | +39.3% | +102.2% | -62.9% | -4.3% |
| All | +286.5% | +192.6% | +93.9% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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