+293.8%
UNP vs PR
+66.7%
+227.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.5% |
| 7D | -3.3% | -12.4% | +9.1% | -2.2% |
| 30D | +6.7% | -6.6% | +13.3% | +7.2% |
| 3M | +1.8% | +7.5% | -5.7% | +1.0% |
| 6M | +13.3% | +10.8% | +2.6% | +12.0% |
| YTD | +30.3% | +57.0% | -26.7% | +24.7% |
| 1Y | +36.9% | +67.9% | -31.0% | +30.2% |
| 3Y | +50.9% | +87.6% | -36.7% | +41.0% |
| 5Y | +37.9% | +220.4% | -182.4% | +20.8% |
| 10Y | +293.8% | +64.8% | +229.0% | +246.0% |
| All | +293.8% | +66.7% | +227.1% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling