+9,339.3%
UNP vs PPL
+2,158.2%
+7,181.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.4% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | +5.6% | +5.4% | +0.2% | +3.7% |
| 3M | -1.3% | +4.3% | -5.6% | -2.8% |
| 6M | +9.2% | -1.3% | +10.6% | +9.5% |
| YTD | +27.3% | +4.7% | +22.7% | +24.8% |
| 1Y | +35.9% | +1.3% | +34.7% | +34.6% |
| 3Y | +45.5% | +57.2% | -11.8% | +22.8% |
| 5Y | +36.0% | +48.2% | -12.3% | +16.6% |
| 10Y | +307.2% | +62.7% | +244.5% | +230.0% |
| All | +9,339.3% | +2,158.2% | +7,181.0% | +3,750.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling