+9,283.7%
UNP vs PNR
+3,553.7%
+5,729.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.5% |
| 7D | -0.7% | -3.0% | +2.3% | +0.3% |
| 30D | -1.1% | -14.9% | +13.8% | +4.2% |
| 3M | +7.9% | -19.0% | +26.9% | +14.7% |
| 6M | +14.6% | -35.9% | +50.6% | +31.3% |
| YTD | +26.6% | -43.1% | +69.7% | +50.5% |
| 1Y | +35.6% | -46.4% | +82.0% | +64.2% |
| 3Y | +45.5% | -10.8% | +56.3% | +46.1% |
| 5Y | +50.0% | -18.9% | +68.8% | +52.6% |
| 10Y | +271.8% | +64.4% | +207.4% | +194.4% |
| All | +9,283.7% | +3,553.7% | +5,729.9% | +4,176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling