-17.9%
PYPL vs UDR
-5.5%
-12.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | -5.9% | -3.4% | -2.6% | -5.3% |
| 30D | -9.4% | -5.4% | -4.0% | -8.4% |
| 3M | +31.3% | -10.0% | +41.3% | +34.2% |
| 6M | +19.1% | -2.5% | +21.6% | +19.4% |
| YTD | -7.9% | -1.1% | -6.8% | -7.9% |
| 1Y | -17.9% | -3.9% | -14.0% | -19.0% |
| All | -17.9% | -5.5% | -12.3% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling