+262.1%
UNP vs PSKY
-85.2%
+347.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.4% |
| 7D | +3.8% | -24.6% | +28.4% | +5.4% |
| 30D | +1.4% | -36.1% | +37.5% | +4.0% |
| 3M | +32.0% | -54.8% | +86.8% | +35.7% |
| 6M | +32.0% | -54.8% | +86.8% | +35.7% |
| YTD | +32.0% | -54.8% | +86.8% | +35.7% |
| 1Y | +31.7% | -58.4% | +90.1% | +36.8% |
| 3Y | +46.5% | -40.7% | +87.1% | +37.5% |
| 5Y | +43.7% | -80.0% | +123.7% | +55.6% |
| All | +262.1% | -85.2% | +347.3% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling