+47.9%
UDR vs PEGA
+170.9%
-123.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.6% |
| 7D | -3.3% | -6.1% | +2.9% | -2.3% |
| 30D | -5.6% | +6.4% | -12.0% | -6.7% |
| 3M | -9.4% | +2.9% | -12.3% | -10.4% |
| 6M | -3.0% | -23.8% | +20.9% | +0.4% |
| YTD | -0.4% | -41.1% | +40.7% | +6.8% |
| 1Y | -5.1% | -38.2% | +33.1% | +0.4% |
| 3Y | +4.2% | +49.8% | -45.6% | -11.8% |
| 5Y | -19.5% | -48.0% | +28.5% | -17.2% |
| 10Y | +47.9% | +173.1% | -125.3% | +10.2% |
| All | +47.9% | +170.9% | -123.0% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling