+3,159.9%
PEP vs UDR
+2,878.3%
+281.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | -2.0% | +0.6% | -1.0% |
| 30D | +0.2% | -5.2% | +5.4% | +1.3% |
| 3M | -1.1% | -5.8% | +4.7% | +0.1% |
| 6M | -13.5% | -1.7% | -11.8% | -13.3% |
| YTD | -1.2% | +2.4% | -3.6% | -1.8% |
| 1Y | -1.6% | -2.1% | +0.6% | -1.3% |
| 3Y | -12.5% | +4.2% | -16.7% | -13.8% |
| 5Y | +3.0% | -20.0% | +23.0% | +6.0% |
| 10Y | +73.9% | +44.6% | +29.3% | +59.2% |
| All | +3,159.9% | +2,878.3% | +281.7% | +1,725.6% |
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