+3,805.4%
UNP vs PFG
+979.8%
+2,825.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +7.7% | +5.0% | +2.8% | +6.0% |
| 3M | +4.0% | +0.1% | +4.0% | +3.8% |
| 6M | +15.7% | +13.8% | +1.9% | +10.5% |
| YTD | +33.5% | +31.2% | +2.3% | +21.3% |
| 1Y | +38.9% | +37.1% | +1.9% | +24.4% |
| 3Y | +53.7% | +80.6% | -26.9% | +24.7% |
| 5Y | +40.4% | +93.7% | -53.3% | +9.8% |
| 10Y | +291.1% | +185.5% | +105.6% | +158.6% |
| All | +3,805.4% | +979.8% | +2,825.6% | +1,452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling