+278.9%
UNP vs PSX
+368.0%
-89.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.8% |
| 7D | +4.2% | +7.8% | -3.6% | +1.8% |
| 30D | +5.6% | -10.9% | +16.5% | +9.1% |
| 3M | +2.0% | +14.5% | -12.5% | -2.8% |
| 6M | +15.4% | +56.1% | -40.7% | -0.8% |
| YTD | +32.7% | +109.6% | -76.9% | +2.5% |
| 1Y | +39.4% | +95.5% | -56.1% | +10.1% |
| 3Y | +54.3% | +156.2% | -101.9% | +8.6% |
| 5Y | +39.6% | +310.0% | -270.4% | -20.0% |
| All | +278.9% | +368.0% | -89.2% | +83.2% |
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