-76.2%
PCG vs UDR
+53.1%
-129.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.5% | +2.0% | -2.5% | -1.5% |
| 30D | +0.8% | +7.9% | -7.1% | -3.4% |
| 3M | -22.0% | -1.5% | -20.6% | -21.6% |
| 6M | -17.1% | +0.9% | -18.0% | -17.8% |
| YTD | -16.9% | +4.0% | -20.9% | -19.3% |
| 1Y | -19.1% | +10.4% | -29.4% | -24.0% |
| 3Y | -19.4% | +26.9% | -46.4% | -31.3% |
| 5Y | +9.0% | -19.4% | +28.4% | +17.9% |
| 10Y | -76.2% | +57.0% | -133.2% | -81.3% |
| All | -76.2% | +53.1% | -129.3% | -81.3% |
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