+277.6%
UNP vs PNR
+66.2%
+211.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.8% | -6.0% | +4.2% | +1.0% |
| 30D | -2.7% | -14.0% | +11.2% | +4.0% |
| 3M | +6.5% | -21.7% | +28.2% | +17.4% |
| 6M | +14.4% | -37.3% | +51.6% | +39.2% |
| YTD | +24.8% | -45.1% | +69.9% | +61.1% |
| 1Y | +34.4% | -49.1% | +83.5% | +79.7% |
| 3Y | +43.6% | -14.8% | +58.4% | +44.0% |
| 5Y | +53.2% | -21.0% | +74.2% | +56.0% |
| All | +277.6% | +66.2% | +211.5% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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