+42.6%
UNP vs PTC
+0.1%
+42.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.7% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +11.4% | +1.5% | +9.8% | +11.3% |
| 3M | +4.6% | +37.8% | -33.2% | +4.3% |
| 6M | +18.3% | +41.2% | -23.0% | +17.6% |
| YTD | +35.4% | +12.0% | +23.4% | +39.3% |
| 1Y | +42.6% | +1.6% | +41.0% | +49.2% |
| All | +42.6% | +0.1% | +42.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling