+63.3%
PYPL vs UDR
+68.3%
-5.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +5.7% | +7.8% | -2.1% | +2.3% |
| 3M | -1.9% | -2.8% | +0.9% | -0.8% |
| 6M | +31.8% | -1.4% | +33.3% | +32.2% |
| YTD | +2.4% | +3.4% | -1.0% | +0.2% |
| 1Y | -8.2% | +9.9% | -18.1% | -12.6% |
| 3Y | +10.2% | +28.5% | -18.3% | -2.6% |
| 5Y | -71.2% | -20.5% | -50.7% | -69.5% |
| 10Y | +49.6% | +54.2% | -4.7% | +21.9% |
| All | +63.3% | +68.3% | -5.1% | +20.3% |
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