+105.7%
PCG vs UDR
+2,878.3%
-2,772.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | -2.0% | -11.9% | -13.4% |
| 30D | -16.9% | -5.2% | -11.7% | -15.7% |
| 3M | -14.7% | -5.8% | -9.0% | -13.5% |
| 6M | -23.8% | -1.7% | -22.1% | -23.6% |
| YTD | -10.5% | +2.4% | -12.9% | -11.2% |
| 1Y | -5.1% | -2.1% | -3.0% | -4.8% |
| 3Y | -11.6% | +4.2% | -15.8% | -13.1% |
| 5Y | +59.0% | -20.0% | +79.0% | +65.5% |
| 10Y | -75.7% | +44.6% | -120.4% | -77.7% |
| All | +105.7% | +2,878.3% | -2,772.5% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling