+35.9%
UNP vs PPL
+1.2%
+34.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.5% |
| 7D | -4.6% | +0.4% | -5.0% | -4.6% |
| 30D | +5.6% | +5.4% | +0.2% | +4.6% |
| 3M | -1.3% | +4.3% | -5.6% | -2.1% |
| 6M | +9.2% | -1.3% | +10.6% | +9.4% |
| YTD | +27.3% | +4.7% | +22.7% | +26.6% |
| 1Y | +35.9% | +1.3% | +34.7% | +36.0% |
| All | +35.9% | +1.2% | +34.7% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling