+271.8%
UNP vs PTC
+204.7%
+67.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.2% |
| 7D | -0.7% | -12.8% | +12.0% | +3.1% |
| 30D | -1.1% | -9.8% | +8.6% | +1.5% |
| 3M | +7.9% | -2.1% | +9.9% | +7.4% |
| 6M | +14.6% | -18.1% | +32.7% | +19.9% |
| YTD | +26.6% | -23.5% | +50.1% | +34.8% |
| 1Y | +35.6% | -37.4% | +72.9% | +53.4% |
| 3Y | +45.5% | -7.2% | +52.7% | +42.2% |
| 5Y | +50.0% | +2.7% | +47.3% | +38.5% |
| 10Y | +271.8% | +203.4% | +68.4% | +119.1% |
| All | +271.8% | +204.7% | +67.1% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling