+15.7%
UNP vs PSX
+50.5%
-34.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | +2.1% | +6.4% | -4.3% | +1.5% |
| 30D | +7.7% | -10.2% | +17.9% | +8.3% |
| 3M | +4.0% | +17.2% | -13.1% | +1.8% |
| 6M | +15.7% | +51.8% | -36.1% | +8.3% |
| All | +15.7% | +50.5% | -34.9% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling