+2.7%
PTC vs UDR
-18.0%
+20.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.2% |
| 7D | -12.8% | -2.1% | -10.7% | -12.0% |
| 30D | -9.8% | -5.6% | -4.2% | -7.6% |
| 3M | -2.1% | -5.8% | +3.7% | +0.3% |
| 6M | -18.1% | -1.1% | -17.0% | -18.1% |
| YTD | -23.5% | +1.6% | -25.1% | -24.5% |
| 1Y | -37.4% | -2.7% | -34.7% | -37.1% |
| 3Y | -7.2% | +6.3% | -13.5% | -12.1% |
| 5Y | +2.7% | -19.3% | +22.0% | +13.2% |
| All | +2.7% | -18.0% | +20.7% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling