+2,241.7%
UNP vs PSKY
-42.2%
+2,284.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.5% |
| 7D | -5.3% | -0.2% | -5.2% | -5.3% |
| 30D | -1.5% | +24.0% | -25.5% | -6.4% |
| 3M | +10.3% | +2.2% | +8.1% | +9.2% |
| 6M | +9.7% | -9.0% | +18.6% | +10.6% |
| YTD | +27.1% | -18.1% | +45.2% | +30.2% |
| 1Y | +32.6% | -25.1% | +57.7% | +36.6% |
| 3Y | +40.0% | -16.3% | +56.3% | +29.3% |
| 5Y | +50.8% | -70.4% | +121.2% | +71.6% |
| 10Y | +278.6% | -74.2% | +352.8% | +273.3% |
| All | +2,241.7% | -42.2% | +2,284.0% | +1,551.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling