+54.0%
UNP vs PPG
-24.1%
+78.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.8% | -6.2% | +4.4% | +0.6% |
| 30D | -2.7% | -7.9% | +5.2% | +0.3% |
| 3M | +6.5% | -10.2% | +16.7% | +10.4% |
| 6M | +14.4% | +2.7% | +11.7% | +11.8% |
| YTD | +24.8% | +4.9% | +19.9% | +20.7% |
| 1Y | +34.4% | -3.2% | +37.6% | +34.0% |
| 3Y | +43.6% | -17.0% | +60.6% | +49.8% |
| All | +54.0% | -24.1% | +78.0% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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