+45.5%
UNP vs PL
+455.3%
-409.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.4% | -13.0% | -2.9% |
| 7D | -4.6% | -6.8% | +2.3% | -4.4% |
| 30D | +5.6% | -29.3% | +34.9% | +6.7% |
| 3M | -1.3% | -44.8% | +43.5% | +0.5% |
| 6M | +9.2% | -68.4% | +77.6% | +12.8% |
| YTD | +27.3% | -36.4% | +63.7% | +26.4% |
| 1Y | +35.9% | +0.7% | +35.2% | +31.2% |
| 3Y | +45.5% | +455.3% | -409.8% | +16.9% |
| All | +45.5% | +455.3% | -409.8% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling