+3,634.0%
PANW vs UDR
+119.6%
+3,514.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.3% | -2.3% |
| 7D | -0.8% | -3.5% | +2.7% | +0.2% |
| 30D | -14.6% | -5.3% | -9.3% | -13.3% |
| 3M | +18.3% | -9.5% | +27.8% | +21.5% |
| 6M | +100.5% | -0.7% | +101.1% | +99.5% |
| YTD | +79.5% | -1.2% | +80.7% | +78.6% |
| 1Y | +66.7% | -5.7% | +72.5% | +68.1% |
| 3Y | +161.2% | +3.7% | +157.5% | +154.0% |
| 5Y | +322.2% | -18.9% | +341.1% | +337.9% |
| 10Y | +1,273.8% | +46.7% | +1,227.1% | +1,088.7% |
| All | +3,634.0% | +119.6% | +3,514.5% | +2,618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling