-16.0%
PCG vs UDR
+14.9%
-30.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.3% |
| 7D | +1.9% | +7.2% | -5.3% | -0.4% |
| 30D | +8.5% | +10.5% | -2.0% | +4.8% |
| 3M | -22.9% | -2.3% | -20.6% | -22.2% |
| 6M | -16.8% | +4.0% | -20.7% | -17.6% |
| YTD | -15.8% | +5.6% | -21.4% | -18.3% |
| 1Y | -16.0% | +13.0% | -29.0% | -19.2% |
| All | -16.0% | +14.9% | -30.9% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling