+50.0%
UNP vs PTC
+1.8%
+48.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.8% |
| 7D | -0.7% | -12.8% | +12.0% | +2.1% |
| 30D | -1.1% | -9.8% | +8.6% | +0.8% |
| 3M | +7.9% | -2.1% | +9.9% | +7.6% |
| 6M | +14.6% | -18.1% | +32.7% | +19.1% |
| YTD | +26.6% | -23.5% | +50.1% | +33.6% |
| 1Y | +35.6% | -37.4% | +72.9% | +50.6% |
| 3Y | +45.5% | -7.2% | +52.7% | +42.6% |
| 5Y | +50.0% | +2.7% | +47.3% | +41.8% |
| All | +50.0% | +1.8% | +48.2% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling