+279.5%
UNP vs PFGC
+294.6%
-15.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -1.2% | -4.8% | +3.7% | -0.1% |
| 30D | -2.0% | -17.2% | +15.2% | +2.1% |
| 3M | +7.5% | -6.3% | +13.9% | +8.9% |
| 6M | +15.3% | +8.8% | +6.5% | +12.6% |
| YTD | +25.4% | +4.9% | +20.5% | +23.0% |
| 1Y | +35.6% | -9.5% | +45.1% | +37.4% |
| 3Y | +44.1% | +59.6% | -15.4% | +27.7% |
| 5Y | +54.0% | +113.5% | -59.5% | +25.1% |
| All | +279.5% | +294.6% | -15.1% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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