+811.9%
PGR vs UDR
+47.2%
+764.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.6% | -3.5% | +2.9% | +0.4% |
| 30D | +4.9% | -5.3% | +10.2% | +6.7% |
| 3M | +7.6% | -9.5% | +17.2% | +11.0% |
| 6M | +8.3% | -0.7% | +8.9% | +8.4% |
| YTD | +1.7% | -1.2% | +2.9% | +1.8% |
| 1Y | -6.8% | -5.7% | -1.1% | -5.5% |
| 3Y | +73.4% | +3.7% | +69.7% | +69.6% |
| 5Y | +161.2% | -18.9% | +180.2% | +172.8% |
| All | +811.9% | +47.2% | +764.7% | +717.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling