+35.9%
UNP vs PR
+80.1%
-44.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.7% |
| 7D | -4.6% | -16.4% | +11.9% | -3.8% |
| 30D | +5.6% | -1.9% | +7.5% | +5.3% |
| 3M | -1.3% | +8.0% | -9.3% | -2.2% |
| 6M | +9.2% | +4.1% | +5.1% | +8.9% |
| YTD | +27.3% | +58.7% | -31.4% | +13.5% |
| 1Y | +35.9% | +75.8% | -39.9% | +17.8% |
| All | +35.9% | +80.1% | -44.1% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling