+55.2%
UNP vs PSX
+155.7%
-100.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | +2.1% | +6.4% | -4.3% | +0.6% |
| 30D | +7.7% | -10.2% | +17.9% | +10.2% |
| 3M | +4.0% | +17.2% | -13.1% | -0.4% |
| 6M | +15.7% | +51.8% | -36.1% | +3.3% |
| YTD | +33.5% | +108.0% | -74.5% | +7.4% |
| 1Y | +38.9% | +96.1% | -57.2% | +13.7% |
| All | +55.2% | +155.7% | -100.5% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling