-17.9%
UDR vs PEGA
-47.1%
+29.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.8% |
| 30D | -5.6% | +9.6% | -15.3% | -6.7% |
| 3M | -5.8% | +2.3% | -8.1% | -6.4% |
| 6M | -1.1% | -23.9% | +22.8% | +1.4% |
| YTD | +1.6% | -39.8% | +41.4% | +6.8% |
| 1Y | -2.7% | -37.4% | +34.7% | +1.4% |
| 3Y | +6.3% | +53.1% | -46.8% | -6.8% |
| All | -17.9% | -47.1% | +29.1% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling