+3,618.3%
UNP vs PFG
+1,015.3%
+2,603.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -5.3% | +5.5% | -10.9% | -7.1% |
| 30D | -1.5% | +2.4% | -3.9% | -2.4% |
| 3M | +10.3% | +13.6% | -3.3% | +5.4% |
| 6M | +9.7% | +27.9% | -18.2% | +0.8% |
| YTD | +27.1% | +35.6% | -8.5% | +14.4% |
| 1Y | +32.6% | +48.5% | -15.9% | +15.6% |
| 3Y | +40.0% | +66.9% | -26.9% | +16.5% |
| 5Y | +50.8% | +111.0% | -60.1% | +14.8% |
| 10Y | +278.6% | +244.5% | +34.1% | +136.8% |
| All | +3,618.3% | +1,015.3% | +2,603.0% | +1,363.2% |
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