+37.2%
UNP vs PPL
-1.1%
+38.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.7% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | +7.3% | +3.0% | +4.3% | +6.7% |
| 3M | +3.6% | +1.1% | +2.5% | +3.4% |
| 6M | +15.8% | -0.8% | +16.6% | +16.0% |
| YTD | +32.6% | +3.5% | +29.1% | +32.2% |
| 1Y | +37.2% | -0.9% | +38.1% | +37.2% |
| All | +37.2% | -1.1% | +38.4% | +37.2% |
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