+45.5%
UNP vs PFGC
+63.1%
-17.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | -0.7% | -2.4% | +1.7% | -0.1% |
| 30D | -1.1% | -15.8% | +14.6% | +3.3% |
| 3M | +7.9% | -0.6% | +8.5% | +7.5% |
| 6M | +14.6% | +10.7% | +4.0% | +10.5% |
| YTD | +26.6% | +7.6% | +18.9% | +22.0% |
| 1Y | +35.6% | -7.8% | +43.4% | +37.4% |
| 3Y | +45.5% | +63.7% | -18.2% | +21.0% |
| All | +45.5% | +63.1% | -17.6% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling