+275.9%
UNP vs PPL
+54.8%
+221.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | +2.7% | -8.0% | -6.5% |
| 30D | -1.5% | +0.5% | -2.0% | -1.9% |
| 3M | +10.3% | +0.7% | +9.6% | +9.7% |
| 6M | +9.7% | -7.6% | +17.3% | +13.1% |
| YTD | +27.1% | +1.8% | +25.3% | +25.3% |
| 1Y | +32.6% | -0.8% | +33.3% | +32.0% |
| 3Y | +40.0% | +56.9% | -16.9% | +11.3% |
| 5Y | +50.8% | +39.5% | +11.3% | +25.9% |
| All | +275.9% | +54.8% | +221.1% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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