+9,796.0%
UNP vs PSA
+15,829.0%
-6,033.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +2.1% | -2.1% | +4.2% | +2.8% |
| 30D | +7.7% | +15.6% | -7.8% | +2.9% |
| 3M | +4.0% | +4.1% | 0.0% | +2.6% |
| 6M | +15.7% | +9.2% | +6.5% | +12.2% |
| YTD | +33.5% | +32.3% | +1.2% | +21.7% |
| 1Y | +38.9% | +26.2% | +12.8% | +28.6% |
| 3Y | +53.7% | +53.7% | 0.0% | +32.2% |
| 5Y | +40.4% | +26.6% | +13.9% | +27.0% |
| 10Y | +291.1% | +132.8% | +158.3% | +185.8% |
| All | +9,796.0% | +15,829.0% | -6,033.0% | +3,779.1% |
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