-75.2%
PCG vs UDR
+42.1%
-117.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.4% | +4.0% |
| 7D | +5.4% | -2.1% | +7.5% | +6.6% |
| 30D | -15.1% | -5.6% | -9.5% | -12.4% |
| 3M | -9.8% | -5.8% | -4.0% | -7.0% |
| 6M | -18.0% | -1.1% | -16.9% | -17.8% |
| YTD | -7.2% | +1.6% | -8.9% | -8.7% |
| 1Y | +2.9% | -2.7% | +5.5% | +3.5% |
| 3Y | -11.1% | +6.3% | -17.4% | -16.4% |
| 5Y | +61.8% | -19.3% | +81.1% | +74.7% |
| 10Y | -75.2% | +46.0% | -121.1% | -80.7% |
| All | -75.2% | +42.1% | -117.3% | -80.7% |
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