+318.7%
UNP vs PFGC
+419.1%
-100.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -5.3% | -2.2% | -3.1% | -4.9% |
| 30D | -1.5% | -11.9% | +10.4% | +1.1% |
| 3M | +10.3% | +5.0% | +5.3% | +8.8% |
| 6M | +9.7% | +8.6% | +1.1% | +7.2% |
| YTD | +27.1% | +9.7% | +17.4% | +23.5% |
| 1Y | +32.6% | -6.3% | +38.9% | +33.3% |
| 3Y | +40.0% | +58.2% | -18.2% | +24.5% |
| 5Y | +50.8% | +110.4% | -59.6% | +23.5% |
| 10Y | +278.6% | +272.8% | +5.9% | +166.0% |
| All | +318.7% | +419.1% | -100.4% | +177.7% |
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 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