+3,280.0%
PFE vs UDR
+2,878.3%
+401.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | +1.8% | -2.0% | +3.7% | +2.2% |
| 30D | +10.2% | -5.2% | +15.4% | +11.6% |
| 3M | +12.7% | -5.8% | +18.5% | +14.2% |
| 6M | +10.5% | -1.7% | +12.2% | +10.7% |
| YTD | +20.2% | +2.4% | +17.8% | +19.2% |
| 1Y | +24.1% | -2.1% | +26.2% | +24.3% |
| 3Y | -3.6% | +4.2% | -7.8% | -5.5% |
| 5Y | -20.9% | -20.0% | -0.9% | -18.3% |
| 10Y | +35.8% | +44.6% | -8.8% | +19.1% |
| All | +3,280.0% | +2,878.3% | +401.7% | +1,587.8% |
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