+61.3%
PFGC vs UDR
+4.1%
+57.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | -3.7% | -3.3% | -0.5% | -2.6% |
| 30D | -16.0% | -5.6% | -10.3% | -14.3% |
| 3M | -4.1% | -9.4% | +5.3% | -0.9% |
| 6M | +8.7% | -3.0% | +11.7% | +9.7% |
| YTD | +6.4% | -0.4% | +6.7% | +5.5% |
| 1Y | -8.4% | -5.1% | -3.2% | -7.4% |
| All | +61.3% | +4.1% | +57.2% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling