-21.5%
PAYC vs UDR
+3.3%
-24.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -5.5% | -3.5% | -2.0% | -3.6% |
| 30D | +3.8% | -5.3% | +9.1% | +7.1% |
| 3M | +65.8% | -9.5% | +75.3% | +75.8% |
| 6M | +68.7% | -0.7% | +69.4% | +68.9% |
| YTD | +38.3% | -1.2% | +39.5% | +38.2% |
| 1Y | -2.4% | -5.7% | +3.4% | +0.3% |
| 3Y | -21.5% | +3.7% | -25.3% | -27.4% |
| All | -21.5% | +3.3% | -24.9% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling