+34.4%
UNP vs PGR
-6.1%
+40.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | -1.8% | -0.6% | -1.2% | -1.7% |
| 30D | -2.7% | +4.9% | -7.7% | -3.4% |
| 3M | +6.5% | +7.6% | -1.1% | +4.7% |
| 6M | +14.4% | +8.3% | +6.1% | +12.3% |
| YTD | +24.8% | +1.7% | +23.1% | +23.3% |
| 1Y | +34.4% | -6.8% | +41.3% | +31.6% |
| All | +34.4% | -6.1% | +40.5% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling