-14.8%
PYPL vs UDR
+4.1%
-18.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.0% |
| 7D | -4.3% | -3.3% | -1.1% | -2.8% |
| 30D | -11.5% | -5.6% | -5.8% | -9.0% |
| 3M | +26.1% | -9.4% | +35.6% | +31.9% |
| 6M | +13.7% | -3.0% | +16.6% | +14.5% |
| YTD | -9.8% | -0.4% | -9.5% | -10.7% |
| 1Y | -22.1% | -5.1% | -16.9% | -20.7% |
| All | -14.8% | +4.1% | -18.9% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling