+277.6%
UNP vs PSKY
-74.6%
+352.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | -1.8% | -2.4% | +0.6% | -1.5% |
| 30D | -2.7% | +11.6% | -14.3% | -4.2% |
| 3M | +6.5% | +1.5% | +5.0% | +6.1% |
| 6M | +14.4% | +7.7% | +6.7% | +12.5% |
| YTD | +24.8% | -20.1% | +44.9% | +27.1% |
| 1Y | +34.4% | -38.3% | +72.7% | +41.1% |
| 3Y | +43.6% | -17.7% | +61.3% | +38.1% |
| 5Y | +53.2% | -69.9% | +123.1% | +67.7% |
| All | +277.6% | -74.6% | +352.2% | +240.5% |
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