+1,220.4%
UDR vs PEGA
+1,209.2%
+11.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -2.0% | +3.3% | -5.3% | -2.3% |
| 30D | -5.2% | +17.7% | -22.9% | -6.5% |
| 3M | -5.8% | +5.8% | -11.6% | -6.5% |
| 6M | -1.7% | -20.3% | +18.6% | -0.4% |
| YTD | +2.4% | -37.1% | +39.5% | +5.4% |
| 1Y | -2.1% | -30.2% | +28.1% | -0.3% |
| 3Y | +4.2% | +48.1% | -43.9% | -2.3% |
| 5Y | -20.0% | -46.8% | +26.8% | -20.1% |
| 10Y | +44.6% | +191.3% | -146.7% | +26.1% |
| All | +1,220.4% | +1,209.2% | +11.2% | +893.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling