+271.8%
UNP vs PWR
+2,399.9%
-2,128.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.1% |
| 7D | -0.7% | +4.5% | -5.3% | -2.1% |
| 30D | -1.1% | -4.9% | +3.7% | +0.1% |
| 3M | +7.9% | -7.9% | +15.7% | +9.2% |
| 6M | +14.6% | +18.3% | -3.7% | +5.7% |
| YTD | +26.6% | +51.5% | -24.9% | +6.7% |
| 1Y | +35.6% | +70.3% | -34.8% | +8.6% |
| 3Y | +45.5% | +210.6% | -165.1% | -14.0% |
| 5Y | +50.0% | +456.7% | -406.7% | -34.8% |
| 10Y | +271.8% | +2,396.1% | -2,124.2% | -34.5% |
| All | +271.8% | +2,399.9% | -2,128.1% | -34.5% |
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