+54.3%
UNP vs PWR
+247.1%
-192.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +4.2% | +11.3% | -7.1% | +3.6% |
| 30D | +5.6% | -8.9% | +14.4% | +6.0% |
| 3M | +2.0% | -10.5% | +12.5% | +2.4% |
| 6M | +15.4% | -22.2% | +37.6% | +17.1% |
| YTD | +32.7% | +42.7% | -10.0% | +27.5% |
| 1Y | +39.4% | +41.1% | -1.7% | +33.9% |
| 3Y | +54.3% | +242.7% | -188.4% | +26.7% |
| All | +54.3% | +247.1% | -192.8% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling