+9,728.0%
UNP vs PSA
+15,943.7%
-6,215.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.1% | -2.1% | 0.0% | -1.4% |
| 30D | +7.3% | +16.2% | -8.9% | +2.3% |
| 3M | +3.6% | +4.3% | -0.7% | +2.2% |
| 6M | +15.8% | +9.9% | +6.0% | +12.2% |
| YTD | +32.6% | +33.3% | -0.7% | +20.6% |
| 1Y | +37.2% | +25.8% | +11.4% | +27.1% |
| 3Y | +52.6% | +54.8% | -2.2% | +31.0% |
| 5Y | +40.6% | +27.5% | +13.0% | +26.8% |
| 10Y | +288.4% | +134.5% | +153.9% | +183.2% |
| All | +9,728.0% | +15,943.7% | -6,215.7% | +3,743.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling