+40.2%
UNP vs PR
+273.3%
-233.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | +4.2% | +6.0% | -1.7% | +3.4% |
| 30D | +5.6% | -4.2% | +9.8% | +6.0% |
| 3M | +2.0% | +10.0% | -7.9% | +0.4% |
| 6M | +15.4% | +15.6% | -0.2% | +12.4% |
| YTD | +32.7% | +68.2% | -35.5% | +21.9% |
| 1Y | +39.4% | +79.2% | -39.8% | +26.9% |
| 3Y | +54.3% | +94.9% | -40.6% | +36.5% |
| All | +40.2% | +273.3% | -233.1% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling