-21.0%
PCG vs UDR
+25.4%
-46.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -1.6% | +3.0% | -4.6% | -2.8% |
| 30D | +1.4% | +10.3% | -8.8% | -2.8% |
| 3M | -23.4% | -2.9% | -20.5% | -22.4% |
| 6M | -19.4% | +0.3% | -19.7% | -19.7% |
| YTD | -18.5% | +3.8% | -22.3% | -20.3% |
| 1Y | -19.5% | +12.7% | -32.3% | -24.2% |
| 3Y | -21.0% | +27.6% | -48.6% | -30.8% |
| All | -21.0% | +25.4% | -46.4% | -30.8% |
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 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