+9,196.8%
UNP vs PGR
+42,227.9%
-33,031.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -1.2% | -3.4% | +2.3% | -0.1% |
| 30D | -2.0% | +1.8% | -3.8% | -2.6% |
| 3M | +7.5% | +5.9% | +1.6% | +5.0% |
| 6M | +15.3% | +4.6% | +10.8% | +12.9% |
| YTD | +25.4% | +1.1% | +24.3% | +23.8% |
| 1Y | +35.6% | -6.6% | +42.2% | +36.9% |
| 3Y | +44.1% | +74.2% | -30.1% | +17.5% |
| 5Y | +54.0% | +159.5% | -105.5% | +8.2% |
| 10Y | +283.9% | +813.4% | -529.5% | +80.5% |
| All | +9,196.8% | +42,227.9% | -33,031.1% | +2,048.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling