+41,953.0%
PGR vs UDR
+2,776.7%
+39,176.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.6% |
| 7D | -3.4% | -3.4% | 0.0% | -2.3% |
| 30D | +1.8% | -5.4% | +7.2% | +3.8% |
| 3M | +5.9% | -10.0% | +15.9% | +9.8% |
| 6M | +4.6% | -2.5% | +7.1% | +5.3% |
| YTD | +1.1% | -1.1% | +2.2% | +1.1% |
| 1Y | -6.6% | -3.9% | -2.7% | -5.7% |
| 3Y | +74.2% | +3.4% | +70.8% | +68.9% |
| 5Y | +159.5% | -18.9% | +178.4% | +169.6% |
| 10Y | +813.4% | +46.8% | +766.6% | +635.5% |
| All | +41,953.0% | +2,776.7% | +39,176.3% | +13,694.2% |
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