+39.3%
UNP vs PPL
+47.4%
-8.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -0.9% | 0.0% | -1.0% | -0.9% |
| 30D | +8.0% | +4.3% | +3.7% | +6.3% |
| 3M | +3.3% | +2.9% | +0.4% | +2.1% |
| 6M | +14.7% | +1.1% | +13.6% | +13.9% |
| YTD | +31.9% | +4.5% | +27.5% | +28.8% |
| 1Y | +37.1% | +0.1% | +37.0% | +36.2% |
| 3Y | +51.9% | +55.7% | -3.8% | +21.3% |
| 5Y | +39.3% | +47.6% | -8.3% | +13.6% |
| All | +39.3% | +47.4% | -8.1% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling