+326.6%
PANW vs UDR
-20.1%
+346.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +2.0% | -3.4% | +5.4% | +3.1% |
| 30D | -11.8% | -5.4% | -6.4% | -10.3% |
| 3M | +28.6% | -10.0% | +38.6% | +32.8% |
| 6M | +104.4% | -2.5% | +107.0% | +104.3% |
| YTD | +83.8% | -1.1% | +84.9% | +82.2% |
| 1Y | +71.5% | -3.9% | +75.4% | +71.7% |
| 3Y | +172.2% | +3.4% | +168.7% | +162.9% |
| All | +326.6% | -20.1% | +346.7% | +369.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 5y: compounded portfolio wealth divided by compounded UDR 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…
5y analysis · Full analysis span regression · 6 months rolling