+419.1%
PFGC vs UDR
+56.4%
+362.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -2.2% | -2.0% | -0.2% | -0.9% |
| 30D | -11.9% | -5.2% | -6.7% | -8.9% |
| 3M | +5.0% | -5.8% | +10.8% | +9.0% |
| 6M | +8.6% | -1.7% | +10.3% | +9.1% |
| YTD | +9.7% | +2.4% | +7.3% | +6.3% |
| 1Y | -6.3% | -2.1% | -4.2% | -6.6% |
| 3Y | +58.2% | +4.2% | +54.0% | +46.4% |
| 5Y | +110.4% | -20.0% | +130.4% | +130.5% |
| 10Y | +272.8% | +44.6% | +228.1% | +222.9% |
| All | +419.1% | +56.4% | +362.7% | +334.4% |
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 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