+666.8%
UNP vs PSX
+1,177.4%
-510.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | +2.1% | +6.4% | -4.3% | +0.1% |
| 30D | +7.7% | -10.2% | +17.9% | +11.1% |
| 3M | +4.0% | +17.2% | -13.1% | -1.7% |
| 6M | +15.7% | +51.8% | -36.1% | 0.0% |
| YTD | +33.5% | +108.0% | -74.5% | +3.0% |
| 1Y | +38.9% | +96.1% | -57.2% | +9.1% |
| 3Y | +53.7% | +155.9% | -102.2% | +7.7% |
| 5Y | +40.4% | +306.9% | -266.5% | -19.5% |
| 10Y | +291.1% | +364.5% | -73.4% | +93.9% |
| All | +666.8% | +1,177.4% | -510.6% | +208.3% |
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 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