+45.5%
UNP vs PR
+64.2%
-18.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.9% |
| 7D | -4.6% | -16.4% | +11.9% | -2.1% |
| 30D | +5.6% | -1.9% | +7.5% | +5.6% |
| 3M | -1.3% | +8.0% | -9.3% | -3.0% |
| 6M | +9.2% | +4.1% | +5.1% | +7.8% |
| YTD | +27.3% | +58.7% | -31.4% | +15.3% |
| 1Y | +35.9% | +75.8% | -39.9% | +20.6% |
| 3Y | +45.5% | +73.2% | -27.7% | +27.2% |
| All | +45.5% | +64.2% | -18.8% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling