+311.9%
PTC vs UDR
+54.6%
+257.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | +1.2% | +7.8% | -6.5% | -1.9% |
| 3M | +27.4% | -2.8% | +30.1% | +28.7% |
| 6M | +39.2% | -1.4% | +40.6% | +39.6% |
| YTD | +12.5% | +3.4% | +9.1% | +10.3% |
| 1Y | +12.3% | +9.9% | +2.4% | +7.4% |
| 3Y | +28.8% | +28.5% | +0.3% | +13.9% |
| 5Y | +60.9% | -20.5% | +81.4% | +71.1% |
| All | +311.9% | +54.6% | +257.2% | +258.1% |
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