+137.4%
PFGC vs UDR
-20.8%
+158.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +3.4% | -0.4% | +3.8% | +3.6% |
| 30D | +16.9% | +7.8% | +9.2% | +13.5% |
| 3M | +6.4% | -2.8% | +9.2% | +7.7% |
| 6M | +16.0% | -1.4% | +17.4% | +16.6% |
| YTD | +23.6% | +3.4% | +20.2% | +20.8% |
| 1Y | +16.6% | +9.9% | +6.7% | +10.8% |
| 3Y | +82.3% | +28.5% | +53.8% | +58.8% |
| All | +137.4% | -20.8% | +158.2% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling