+817.7%
UNP vs PSLV
+120.6%
+697.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.5% |
| 7D | -1.7% | +3.3% | -5.0% | -2.0% |
| 30D | -2.1% | +2.1% | -4.2% | -2.3% |
| 3M | +5.4% | +7.1% | -1.7% | +4.8% |
| 6M | +13.4% | -21.6% | +35.0% | +14.9% |
| YTD | +25.0% | -6.7% | +31.7% | +23.3% |
| 1Y | +34.6% | +59.3% | -24.7% | +26.0% |
| 3Y | +43.6% | +182.1% | -138.5% | +26.5% |
| 5Y | +51.7% | +162.6% | -110.9% | +33.7% |
| 10Y | +282.5% | +203.0% | +79.5% | +225.9% |
| All | +817.7% | +120.6% | +697.1% | +639.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling