+50.0%
UNP vs PFGC
+110.5%
-60.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | -0.7% | -2.4% | +1.7% | -0.2% |
| 30D | -1.1% | -15.8% | +14.6% | +3.0% |
| 3M | +7.9% | -0.6% | +8.5% | +7.6% |
| 6M | +14.6% | +10.7% | +4.0% | +11.0% |
| YTD | +26.6% | +7.6% | +18.9% | +22.9% |
| 1Y | +35.6% | -7.8% | +43.4% | +37.0% |
| 3Y | +45.5% | +63.7% | -18.2% | +25.9% |
| 5Y | +50.0% | +112.3% | -62.3% | +18.7% |
| All | +50.0% | +110.5% | -60.5% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling