+34.6%
UNP vs PFGC
-8.5%
+43.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -1.7% | -3.7% | +2.0% | -1.3% |
| 30D | -2.1% | -16.0% | +13.8% | -0.2% |
| 3M | +5.4% | -4.1% | +9.6% | +5.6% |
| 6M | +13.4% | +8.7% | +4.7% | +11.4% |
| YTD | +25.0% | +6.4% | +18.6% | +21.8% |
| 1Y | +34.6% | -8.4% | +42.9% | +33.5% |
| All | +34.6% | -8.5% | +43.1% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling