+53.1%
UNP vs PL
+41.8%
+11.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.8% |
| 7D | +2.1% | +22.3% | -20.2% | +1.2% |
| 30D | +7.7% | -8.3% | +16.0% | +8.0% |
| 3M | +4.0% | -43.3% | +47.3% | +6.2% |
| 6M | +15.7% | -65.8% | +81.5% | +19.9% |
| YTD | +33.5% | -29.5% | +63.0% | +32.4% |
| 1Y | +38.9% | +11.7% | +27.2% | +34.0% |
| 3Y | +53.7% | +540.6% | -486.9% | +27.4% |
| 5Y | +40.4% | +32.9% | +7.6% | +21.7% |
| All | +53.1% | +41.8% | +11.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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