+45.5%
UNP vs PFG
+71.3%
-25.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -0.7% | +6.0% | -6.7% | -3.1% |
| 30D | -1.1% | +2.2% | -3.4% | -2.1% |
| 3M | +7.9% | +10.4% | -2.5% | +3.3% |
| 6M | +14.6% | +27.8% | -13.1% | +3.3% |
| YTD | +26.6% | +33.6% | -7.1% | +11.5% |
| 1Y | +35.6% | +49.3% | -13.7% | +13.4% |
| 3Y | +45.5% | +69.7% | -24.2% | +14.1% |
| All | +45.5% | +71.3% | -25.8% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling