+39.4%
UNP vs PSA
+26.5%
+13.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +4.2% | -1.4% | +5.7% | +4.9% |
| 30D | +5.6% | +15.2% | -9.6% | -0.6% |
| 3M | +2.0% | +2.2% | -0.2% | +1.1% |
| 6M | +15.4% | +11.7% | +3.7% | +9.8% |
| YTD | +32.7% | +32.0% | +0.7% | +16.3% |
| 1Y | +39.4% | +26.3% | +13.2% | +25.6% |
| All | +39.4% | +26.5% | +13.0% | +25.6% |
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