+35.6%
UNP vs PTC
-37.0%
+72.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -14.2% | +13.1% | -0.7% |
| 30D | -2.0% | -14.4% | +12.5% | -1.5% |
| 3M | +7.5% | -4.7% | +12.2% | +7.6% |
| 6M | +15.3% | -19.3% | +34.7% | +17.7% |
| YTD | +25.4% | -26.1% | +51.5% | +30.3% |
| 1Y | +35.6% | -37.1% | +72.7% | +46.9% |
| All | +35.6% | -37.0% | +72.6% | +46.9% |
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