+51.7%
UNP vs PFG
+109.8%
-58.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -1.7% | +3.2% | -4.9% | -3.1% |
| 30D | -2.1% | +0.9% | -3.1% | -2.6% |
| 3M | +5.4% | +7.7% | -2.3% | +1.9% |
| 6M | +13.4% | +29.0% | -15.6% | +1.6% |
| YTD | +25.0% | +32.5% | -7.5% | +10.4% |
| 1Y | +34.6% | +47.3% | -12.7% | +13.3% |
| 3Y | +43.6% | +68.2% | -24.6% | +12.9% |
| 5Y | +51.7% | +108.5% | -56.8% | +7.2% |
| All | +51.7% | +109.8% | -58.1% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling