+44.3%
UNP vs PNR
-14.2%
+58.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.8% |
| 7D | -1.2% | -5.5% | +4.3% | +0.4% |
| 30D | -2.0% | -15.6% | +13.6% | +2.8% |
| 3M | +7.5% | -20.2% | +27.7% | +13.8% |
| 6M | +15.3% | -36.6% | +52.0% | +31.4% |
| YTD | +25.4% | -45.0% | +70.4% | +49.5% |
| 1Y | +35.6% | -47.4% | +83.0% | +64.1% |
| All | +44.3% | -14.2% | +58.5% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling