+45.5%
UNP vs PWR
+221.0%
-175.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -3.0% |
| 7D | -4.6% | -12.9% | +8.3% | -3.9% |
| 30D | +5.6% | -22.8% | +28.5% | +7.1% |
| 3M | -1.3% | -19.0% | +17.7% | -0.3% |
| 6M | +9.2% | -31.1% | +40.3% | +11.7% |
| YTD | +27.3% | +28.2% | -0.9% | +23.1% |
| 1Y | +35.9% | +22.2% | +13.7% | +31.8% |
| 3Y | +45.5% | +222.1% | -176.7% | +17.4% |
| All | +45.5% | +221.0% | -175.5% | +17.4% |
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