+1,238.1%
UDR vs PEGA
+1,001.0%
+237.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -1.8% | -8.6% | +6.9% | -1.0% |
| 30D | +7.9% | -10.1% | +18.0% | +8.8% |
| 3M | -0.8% | -4.7% | +4.0% | -0.5% |
| 6M | 0.0% | -8.0% | +7.9% | +0.2% |
| YTD | +3.7% | -47.1% | +50.9% | +8.3% |
| 1Y | +8.5% | -47.5% | +56.0% | +13.3% |
| 3Y | +26.6% | +40.2% | -13.7% | +19.1% |
| 5Y | -20.2% | -45.7% | +25.6% | -20.4% |
| 10Y | +54.7% | +85.1% | -30.3% | +39.6% |
| All | +1,238.1% | +1,001.0% | +237.1% | +920.2% |
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 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