+35.2%
PFE vs UDR
+44.7%
-9.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.6% |
| 7D | -4.3% | -3.3% | -1.0% | -3.3% |
| 30D | +2.7% | -5.6% | +8.3% | +4.5% |
| 3M | +10.0% | -9.4% | +19.4% | +13.1% |
| 6M | +7.2% | -3.0% | +10.1% | +7.8% |
| YTD | +17.3% | -0.4% | +17.7% | +17.0% |
| 1Y | +20.3% | -5.1% | +25.5% | +21.7% |
| 3Y | -1.6% | +4.2% | -5.8% | -4.0% |
| 5Y | -21.4% | -19.5% | -1.8% | -18.3% |
| 10Y | +35.2% | +47.9% | -12.6% | +21.1% |
| All | +35.2% | +44.7% | -9.4% | +21.1% |
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