+54.3%
UNP vs PFGC
+82.6%
-28.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +4.2% | +3.4% | +0.8% | +3.3% |
| 30D | +5.6% | +16.9% | -11.3% | +1.3% |
| 3M | +2.0% | +6.4% | -4.4% | +0.2% |
| 6M | +15.4% | +16.0% | -0.6% | +10.3% |
| YTD | +32.7% | +23.6% | +9.1% | +23.3% |
| 1Y | +39.4% | +16.6% | +22.8% | +32.0% |
| 3Y | +54.3% | +82.3% | -28.0% | +29.0% |
| All | +54.3% | +82.6% | -28.3% | +29.0% |
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