+343.3%
PAYC vs UDR
+47.3%
+296.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | -10.2% | -3.4% | -6.8% | -8.1% |
| 30D | +2.0% | -5.4% | +7.4% | +5.7% |
| 3M | +58.3% | -10.0% | +68.2% | +69.6% |
| 6M | +64.5% | -2.5% | +67.0% | +66.4% |
| YTD | +36.5% | -1.1% | +37.7% | +36.2% |
| 1Y | -1.3% | -3.9% | +2.6% | +0.4% |
| 3Y | -22.1% | +3.4% | -25.6% | -25.7% |
| 5Y | -53.3% | -18.9% | -34.4% | -48.1% |
| All | +343.3% | +47.3% | +296.1% | +245.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling