+59.4%
PTC vs UDR
-18.9%
+78.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -0.2% | +3.0% | -3.2% | -1.6% |
| 30D | +0.8% | +10.3% | -9.5% | -3.6% |
| 3M | +32.1% | -2.9% | +35.0% | +33.5% |
| 6M | +42.6% | +0.3% | +42.3% | +41.8% |
| YTD | +12.0% | +3.8% | +8.2% | +9.4% |
| 1Y | +12.2% | +12.7% | -0.6% | +5.5% |
| 3Y | +31.2% | +27.6% | +3.6% | +13.7% |
| All | +59.4% | -18.9% | +78.3% | +75.8% |
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 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