+19.5%
PFE vs UDR
+9.0%
+10.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +0.3% | +7.8% | -7.4% | -1.5% |
| 3M | +9.4% | -2.8% | +12.1% | +10.1% |
| 6M | +14.9% | -1.4% | +16.3% | +14.9% |
| YTD | +23.8% | +3.4% | +20.4% | +21.5% |
| 1Y | +19.5% | +9.9% | +9.7% | +15.1% |
| All | +19.5% | +9.0% | +10.5% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling