+339.8%
UNP vs PFGC
+478.7%
-138.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +7.7% | +16.1% | -8.4% | +4.1% |
| 3M | +4.0% | +2.4% | +1.7% | +3.2% |
| 6M | +15.7% | +15.7% | 0.0% | +11.4% |
| YTD | +33.5% | +22.3% | +11.2% | +26.4% |
| 1Y | +38.9% | +13.9% | +25.1% | +33.6% |
| 3Y | +53.7% | +80.3% | -26.6% | +32.6% |
| 5Y | +40.4% | +136.1% | -95.7% | +12.1% |
| 10Y | +291.1% | +347.9% | -56.8% | +165.7% |
| All | +339.8% | +478.7% | -138.9% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling