-76.7%
PCG vs UDR
+54.2%
-130.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.1% |
| 7D | -1.1% | +2.2% | -3.3% | -2.2% |
| 30D | +0.1% | +8.0% | -8.0% | -4.1% |
| 3M | -24.4% | -3.3% | -21.2% | -23.2% |
| 6M | -17.7% | +1.0% | -18.7% | -18.5% |
| YTD | -17.4% | +4.2% | -21.6% | -19.9% |
| 1Y | -19.4% | +10.8% | -30.2% | -24.5% |
| 3Y | -18.6% | +30.1% | -48.7% | -31.6% |
| 5Y | +10.2% | -18.9% | +29.1% | +18.9% |
| 10Y | -76.7% | +53.4% | -130.1% | -81.8% |
| All | -76.7% | +54.2% | -130.8% | -81.8% |
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