+2,856.5%
PEG vs UDR
+2,878.3%
-21.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | +0.7% | -2.0% | +2.7% | +1.3% |
| 30D | -2.4% | -5.2% | +2.8% | -1.0% |
| 3M | -4.8% | -5.8% | +1.0% | -3.3% |
| 6M | -10.7% | -1.7% | -9.0% | -10.4% |
| YTD | -6.7% | +2.4% | -9.0% | -7.6% |
| 1Y | -6.8% | -2.1% | -4.7% | -6.7% |
| 3Y | +34.5% | +4.2% | +30.3% | +31.4% |
| 5Y | +35.8% | -20.0% | +55.8% | +41.6% |
| 10Y | +141.7% | +44.6% | +97.1% | +115.0% |
| All | +2,856.5% | +2,878.3% | -21.7% | +1,505.7% |
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 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