+48.8%
PFE vs UDR
+54.6%
-5.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +0.3% | +7.8% | -7.4% | -1.9% |
| 3M | +9.4% | -2.8% | +12.1% | +10.3% |
| 6M | +14.9% | -1.4% | +16.3% | +15.1% |
| YTD | +23.8% | +3.4% | +20.4% | +22.0% |
| 1Y | +19.5% | +9.9% | +9.7% | +15.5% |
| 3Y | +21.0% | +28.5% | -7.5% | +10.5% |
| 5Y | -23.9% | -20.5% | -3.4% | -20.5% |
| All | +48.8% | +54.6% | -5.8% | +26.0% |
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