-36.8%
PTC vs UDR
-4.3%
-32.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.7% |
| 7D | -13.6% | -3.3% | -10.3% | -12.7% |
| 30D | -14.7% | -5.6% | -9.0% | -13.3% |
| 3M | -5.9% | -9.4% | +3.5% | -3.3% |
| 6M | -21.1% | -3.0% | -18.2% | -20.4% |
| YTD | -26.0% | -0.4% | -25.6% | -26.1% |
| 1Y | -36.8% | -5.1% | -31.7% | -37.8% |
| All | -36.8% | -4.3% | -32.6% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling