+35.6%
UNP vs PL
+20.8%
+14.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.4% | -13.0% | -3.0% |
| 7D | -4.6% | -6.8% | +2.3% | -4.3% |
| 30D | +5.6% | -29.3% | +34.9% | +7.0% |
| 3M | -1.3% | -44.8% | +43.5% | +0.8% |
| 6M | +9.2% | -68.4% | +77.6% | +13.5% |
| YTD | +27.3% | -36.4% | +63.7% | +26.8% |
| 1Y | +35.9% | +0.7% | +35.2% | +31.6% |
| 3Y | +45.5% | +455.3% | -409.8% | +21.5% |
| All | +35.6% | +20.8% | +14.8% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling