+54.0%
UNP vs PGR
+159.7%
-105.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.8% |
| 3M | +6.5% | +7.6% | -1.1% | +4.3% |
| 6M | +14.4% | +8.3% | +6.1% | +11.7% |
| YTD | +24.8% | +1.7% | +23.1% | +23.5% |
| 1Y | +34.4% | -6.8% | +41.3% | +35.6% |
| 3Y | +43.6% | +73.4% | -29.9% | +23.0% |
| All | +54.0% | +159.7% | -105.8% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling