+2,600.6%
PPG vs UDR
+2,798.0%
-197.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -1.6% |
| 7D | -3.7% | -3.3% | -0.5% | -2.5% |
| 30D | -7.2% | -5.6% | -1.6% | -5.2% |
| 3M | -7.3% | -9.4% | +2.1% | -4.0% |
| 6M | +0.3% | -3.0% | +3.2% | +1.1% |
| YTD | +6.5% | -0.4% | +6.9% | +6.3% |
| 1Y | +0.5% | -5.1% | +5.7% | +2.1% |
| 3Y | -15.3% | +4.2% | -19.5% | -17.4% |
| 5Y | -22.9% | -19.5% | -3.4% | -17.8% |
| 10Y | +28.4% | +47.9% | -19.5% | +7.5% |
| All | +2,600.6% | +2,798.0% | -197.4% | +981.4% |
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