+9,321.7%
UNP vs PSA
+14,185.8%
-4,864.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -5.3% | -3.7% | -1.7% | -4.2% |
| 30D | -1.5% | -7.7% | +6.2% | +1.0% |
| 3M | +10.3% | -0.6% | +10.9% | +10.4% |
| 6M | +9.7% | -0.9% | +10.6% | +9.7% |
| YTD | +27.1% | +18.7% | +8.4% | +20.0% |
| 1Y | +32.6% | +7.6% | +24.9% | +28.9% |
| 3Y | +40.0% | +23.7% | +16.3% | +28.9% |
| 5Y | +50.8% | +13.7% | +37.2% | +41.1% |
| 10Y | +278.6% | +98.9% | +179.8% | +190.5% |
| All | +9,321.7% | +14,185.8% | -4,864.0% | +3,726.4% |
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 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