+6.3%
UDR vs PEGA
+48.1%
-41.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.4% |
| 7D | -2.1% | -2.4% | +0.3% | -1.9% |
| 30D | -5.6% | +9.6% | -15.3% | -6.3% |
| 3M | -5.8% | +2.3% | -8.1% | -6.2% |
| 6M | -1.1% | -23.9% | +22.8% | +0.5% |
| YTD | +1.6% | -39.8% | +41.4% | +5.2% |
| 1Y | -2.7% | -37.4% | +34.7% | +0.2% |
| 3Y | +6.3% | +53.1% | -46.8% | -3.5% |
| All | +6.3% | +48.1% | -41.8% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling