+278.9%
UNP vs PWR
+1,844.4%
-1,565.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +4.2% | +11.3% | -7.1% | +1.0% |
| 30D | +5.6% | -8.9% | +14.4% | +7.3% |
| 3M | +2.0% | -10.5% | +12.5% | +3.6% |
| 6M | +15.4% | -22.2% | +37.6% | +21.1% |
| YTD | +32.7% | +42.7% | -10.0% | +12.3% |
| 1Y | +39.4% | +41.1% | -1.7% | +18.0% |
| 3Y | +54.3% | +242.7% | -188.4% | -13.9% |
| 5Y | +39.6% | +418.5% | -378.9% | -38.4% |
| All | +278.9% | +1,844.4% | -1,565.6% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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