+9,728.0%
UNP vs PTC
+8,866.4%
+861.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | +7.3% | +0.9% | +6.4% | +7.2% |
| 3M | +3.6% | +30.4% | -26.7% | -1.0% |
| 6M | +15.8% | +34.4% | -18.6% | +9.8% |
| YTD | +32.6% | +12.6% | +20.0% | +28.4% |
| 1Y | +37.2% | +10.2% | +27.0% | +33.3% |
| 3Y | +52.6% | +29.4% | +23.2% | +44.1% |
| 5Y | +40.6% | +63.7% | -23.2% | +27.4% |
| 10Y | +288.4% | +316.9% | -28.4% | +206.8% |
| All | +9,728.0% | +8,866.4% | +861.6% | +4,278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling