+6,346.6%
PTC vs UDR
+2,878.3%
+3,468.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.1% | -6.0% |
| 7D | -10.3% | -2.0% | -8.3% | -9.5% |
| 30D | +1.1% | -5.2% | +6.3% | +3.4% |
| 3M | +1.6% | -5.8% | +7.4% | +4.0% |
| 6M | -13.5% | -1.7% | -11.8% | -13.2% |
| YTD | -19.1% | +2.4% | -21.4% | -20.4% |
| 1Y | -33.9% | -2.1% | -31.8% | -33.8% |
| 3Y | -3.9% | +4.2% | -8.1% | -7.7% |
| 5Y | +6.0% | -20.0% | +26.0% | +12.7% |
| 10Y | +223.7% | +44.6% | +179.1% | +153.9% |
| All | +6,346.6% | +2,878.3% | +3,468.4% | +1,320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling