+35.6%
UNP vs PSA
+6.0%
+29.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -3.6% | +2.5% | +0.3% |
| 30D | -2.0% | -9.4% | +7.4% | +1.9% |
| 3M | +7.5% | -8.2% | +15.7% | +11.0% |
| 6M | +15.3% | -1.8% | +17.2% | +16.2% |
| YTD | +25.4% | +15.7% | +9.7% | +19.6% |
| 1Y | +35.6% | +6.3% | +29.3% | +32.4% |
| All | +35.6% | +6.0% | +29.6% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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