+277.6%
UNP vs PSLV
+190.6%
+87.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -1.8% | -3.5% | +1.7% | -1.6% |
| 30D | -2.7% | -2.1% | -0.6% | -2.6% |
| 3M | +6.5% | -1.6% | +8.1% | +6.5% |
| 6M | +14.4% | -25.5% | +39.9% | +16.5% |
| YTD | +24.8% | -11.4% | +36.2% | +22.7% |
| 1Y | +34.4% | +48.6% | -14.2% | +23.5% |
| 3Y | +43.6% | +166.9% | -123.3% | +20.6% |
| 5Y | +53.2% | +152.4% | -99.2% | +28.3% |
| All | +277.6% | +190.6% | +87.1% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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