+8,885.1%
PTC vs UDR
+2,926.3%
+5,958.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +1.3% | +2.0% | -0.7% | +0.4% |
| 30D | +1.1% | +7.9% | -6.8% | -2.2% |
| 3M | +30.1% | -1.5% | +31.6% | +31.0% |
| 6M | +34.0% | +0.9% | +33.1% | +33.2% |
| YTD | +12.8% | +4.0% | +8.8% | +10.3% |
| 1Y | +10.7% | +10.4% | +0.4% | +5.6% |
| 3Y | +29.6% | +26.9% | +2.7% | +14.8% |
| 5Y | +63.5% | -19.4% | +82.9% | +73.4% |
| 10Y | +316.7% | +57.0% | +259.7% | +216.5% |
| All | +8,885.1% | +2,926.3% | +5,958.8% | +1,867.2% |
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