+50.9%
UNP vs PPL
+53.7%
-2.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | -3.3% | -1.2% | -2.0% | -2.9% |
| 30D | +6.7% | +4.2% | +2.5% | +5.5% |
| 3M | +1.8% | +1.5% | +0.3% | +1.3% |
| 6M | +13.3% | +1.0% | +12.3% | +12.9% |
| YTD | +30.3% | +4.4% | +25.9% | +28.2% |
| 1Y | +36.9% | +0.8% | +36.2% | +36.1% |
| 3Y | +50.9% | +56.5% | -5.5% | +24.7% |
| All | +50.9% | +53.7% | -2.8% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling