+49.4%
UNP vs PL
+403.1%
-353.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -10.1% | +6.7% | -3.1% |
| 7D | -1.3% | -20.5% | +19.2% | -0.6% |
| 30D | +7.7% | -38.8% | +46.5% | +9.4% |
| 3M | +1.3% | -49.1% | +50.4% | +3.4% |
| 6M | +14.0% | -69.4% | +83.3% | +17.8% |
| YTD | +30.8% | -42.3% | +73.1% | +30.2% |
| 1Y | +40.0% | -14.2% | +54.1% | +36.0% |
| All | +49.4% | +403.1% | -353.7% | +20.4% |
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