+52.2%
UNP vs PR
+433.6%
-381.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -5.3% | +2.9% | -8.3% | -5.7% |
| 30D | -1.5% | +18.0% | -19.6% | -3.9% |
| 3M | +10.3% | +16.9% | -6.6% | +7.6% |
| 6M | +9.7% | +28.2% | -18.5% | +5.3% |
| YTD | +27.1% | +69.3% | -42.2% | +17.1% |
| 1Y | +32.6% | +69.5% | -36.9% | +21.9% |
| 3Y | +40.0% | +81.7% | -41.7% | +25.4% |
| All | +52.2% | +433.6% | -381.4% | +13.5% |
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