+277.6%
UNP vs PGR
+825.1%
-547.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | -2.7% | +4.9% | -7.7% | -4.5% |
| 3M | +6.5% | +7.6% | -1.1% | +3.0% |
| 6M | +14.4% | +8.3% | +6.1% | +10.1% |
| YTD | +24.8% | +1.7% | +23.1% | +22.7% |
| 1Y | +34.4% | -6.8% | +41.3% | +36.2% |
| 3Y | +43.6% | +73.4% | -29.9% | +10.7% |
| 5Y | +53.2% | +161.2% | -108.0% | -6.2% |
| All | +277.6% | +825.1% | -547.5% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling