+1,222.3%
UDR vs PEGA
+1,023.8%
+198.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.2% | -1.3% |
| 7D | -2.4% | -4.6% | +2.2% | -2.0% |
| 30D | +6.7% | -6.8% | +13.5% | +7.2% |
| 3M | -1.8% | +2.6% | -4.3% | -2.1% |
| 6M | -1.8% | -5.4% | +3.6% | -1.8% |
| YTD | +2.5% | -46.0% | +48.6% | +6.8% |
| 1Y | +7.9% | -45.6% | +53.5% | +12.3% |
| 3Y | +25.1% | +43.2% | -18.1% | +17.5% |
| 5Y | -21.2% | -45.3% | +24.1% | -21.4% |
| 10Y | +52.9% | +88.9% | -36.0% | +37.7% |
| All | +1,222.3% | +1,023.8% | +198.5% | +906.5% |
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 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