+46.9%
UNP vs PTC
-2.9%
+49.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.2% |
| 7D | -5.3% | -10.3% | +4.9% | -3.5% |
| 30D | -1.5% | +1.1% | -2.7% | -1.9% |
| 3M | +10.3% | +1.6% | +8.6% | +9.5% |
| 6M | +9.7% | -13.5% | +23.1% | +13.1% |
| YTD | +27.1% | -19.1% | +46.2% | +33.2% |
| 1Y | +32.6% | -33.9% | +66.4% | +46.9% |
| All | +46.9% | -2.9% | +49.8% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling