+630.1%
UNP vs PSX
+1,139.4%
-509.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.3% | +4.5% | -9.9% | -6.7% |
| 30D | -1.5% | +26.6% | -28.2% | -8.9% |
| 3M | +10.3% | +39.3% | -29.0% | -1.4% |
| 6M | +9.7% | +56.8% | -47.2% | -6.4% |
| YTD | +27.1% | +101.8% | -74.7% | -0.5% |
| 1Y | +32.6% | +99.6% | -67.0% | +3.8% |
| 3Y | +40.0% | +140.3% | -100.4% | +0.5% |
| 5Y | +50.8% | +339.3% | -288.5% | -16.0% |
| 10Y | +278.6% | +369.9% | -91.2% | +87.7% |
| All | +630.1% | +1,139.4% | -509.4% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling