+279.5%
UNP vs PSX
+384.6%
-105.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | -1.2% | +1.5% | -2.7% | -1.6% |
| 30D | -2.0% | +15.8% | -17.8% | -6.5% |
| 3M | +7.5% | +43.0% | -35.5% | -4.4% |
| 6M | +15.3% | +61.1% | -45.7% | -2.1% |
| YTD | +25.4% | +104.5% | -79.1% | -2.0% |
| 1Y | +35.6% | +102.5% | -66.9% | +5.9% |
| 3Y | +44.1% | +133.5% | -89.3% | +4.8% |
| 5Y | +54.0% | +367.0% | -313.0% | -16.3% |
| All | +279.5% | +384.6% | -105.2% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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