-18.7%
UDR vs PENG
+42.1%
-60.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.4% | -13.5% | -1.8% |
| 7D | +3.0% | -19.4% | +22.4% | +3.8% |
| 30D | +10.3% | -42.4% | +52.6% | +13.0% |
| 3M | -2.9% | -25.6% | +22.7% | -2.3% |
| 6M | +0.3% | +7.3% | -7.0% | -4.4% |
| YTD | +3.8% | +113.9% | -110.1% | -8.1% |
| 1Y | +12.7% | +93.6% | -80.8% | +0.6% |
| 3Y | +27.6% | +170.2% | -142.6% | +3.7% |
| All | -18.7% | +42.1% | -60.8% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling