+51.4%
PYPL vs UDR
+66.7%
-15.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.1% | -3.0% |
| 7D | +2.7% | -2.0% | +4.7% | +3.5% |
| 30D | -4.9% | -5.2% | +0.3% | -2.8% |
| 3M | +28.9% | -5.8% | +34.7% | +31.9% |
| 6M | +18.2% | -1.7% | +19.9% | +18.4% |
| YTD | -5.0% | +2.4% | -7.4% | -6.7% |
| 1Y | -18.8% | -2.1% | -16.7% | -18.8% |
| 3Y | -12.6% | +4.2% | -16.8% | -15.6% |
| 5Y | -80.8% | -20.0% | -60.8% | -79.7% |
| 10Y | +49.9% | +44.6% | +5.3% | +25.3% |
| All | +51.4% | +66.7% | -15.3% | +12.1% |
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