+9,738.8%
UNP vs PNC
+3,908.5%
+5,830.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +4.2% | +3.1% | +1.2% | +3.2% |
| 30D | +5.6% | +7.6% | -2.1% | +3.0% |
| 3M | +2.0% | -8.1% | +10.2% | +4.9% |
| 6M | +15.4% | +12.6% | +2.8% | +10.6% |
| YTD | +32.7% | +15.0% | +17.8% | +26.0% |
| 1Y | +39.4% | +30.4% | +9.0% | +26.6% |
| 3Y | +54.3% | +116.1% | -61.8% | +17.0% |
| 5Y | +39.6% | +37.5% | +2.2% | +21.3% |
| 10Y | +288.9% | +205.1% | +83.8% | +154.3% |
| All | +9,738.8% | +3,908.5% | +5,830.3% | +2,712.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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