+40.1%
PYPL vs UDR
+47.2%
-7.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -2.3% | -3.5% | +1.2% | -0.8% |
| 30D | -9.0% | -5.3% | -3.7% | -6.9% |
| 3M | +30.6% | -9.5% | +40.1% | +36.1% |
| 6M | +18.6% | -0.7% | +19.2% | +18.2% |
| YTD | -7.2% | -1.2% | -6.0% | -7.4% |
| 1Y | -19.3% | -5.7% | -13.5% | -17.9% |
| 3Y | -12.3% | +3.7% | -16.0% | -15.1% |
| 5Y | -80.9% | -18.9% | -62.0% | -79.9% |
| All | +40.1% | +47.2% | -7.1% | +27.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling