+28.9%
UDR vs PENG
+222.1%
-193.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.6% | -0.3% |
| 7D | -1.8% | +1.9% | -3.6% | -1.8% |
| 30D | +7.9% | -37.8% | +45.7% | +8.4% |
| 3M | -0.8% | -14.1% | +13.3% | -0.8% |
| 6M | 0.0% | +13.1% | -13.1% | -2.4% |
| YTD | +3.7% | +151.8% | -148.1% | -3.5% |
| 1Y | +8.5% | +136.0% | -127.5% | +1.2% |
| All | +28.9% | +222.1% | -193.2% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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