+9,283.7%
UNP vs PPG
+2,691.0%
+6,592.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.8% |
| 7D | -0.7% | 0.0% | -0.8% | -0.8% |
| 30D | -1.1% | -7.8% | +6.6% | +2.7% |
| 3M | +7.9% | -2.2% | +10.1% | +8.3% |
| 6M | +14.6% | +4.1% | +10.5% | +10.8% |
| YTD | +26.6% | +9.1% | +17.5% | +19.4% |
| 1Y | +35.6% | +1.0% | +34.6% | +32.2% |
| 3Y | +45.5% | -13.3% | +58.8% | +50.1% |
| 5Y | +50.0% | -19.2% | +69.2% | +55.3% |
| 10Y | +271.8% | +25.9% | +245.9% | +201.9% |
| All | +9,283.7% | +2,691.0% | +6,592.6% | +2,098.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling