+316.9%
PTC vs UDR
+56.7%
+260.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.5% | -1.8% | +2.3% | +1.2% |
| 30D | +0.9% | +7.9% | -7.0% | -2.3% |
| 3M | +30.4% | -0.8% | +31.2% | +30.7% |
| 6M | +34.4% | 0.0% | +34.4% | +34.1% |
| YTD | +12.6% | +3.7% | +8.9% | +10.3% |
| 1Y | +10.2% | +8.5% | +1.7% | +5.9% |
| 3Y | +29.4% | +26.6% | +2.8% | +15.1% |
| 5Y | +63.7% | -20.2% | +83.9% | +73.9% |
| 10Y | +316.9% | +54.7% | +262.1% | +258.3% |
| All | +316.9% | +56.7% | +260.2% | +258.3% |
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