-21.9%
UDR vs PENG
+56.5%
-78.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.3% | +1.1% |
| 7D | -0.4% | +13.2% | -13.6% | -1.1% |
| 30D | +7.8% | -29.9% | +37.7% | +9.3% |
| 3M | -2.8% | -22.2% | +19.5% | -2.3% |
| 6M | -1.4% | -1.9% | +0.4% | -4.7% |
| YTD | +3.4% | +142.1% | -138.7% | -9.2% |
| 1Y | +9.9% | +151.5% | -141.6% | -3.9% |
| 3Y | +28.5% | +206.9% | -178.4% | +3.6% |
| All | -21.9% | +56.5% | -78.5% | -37.0% |
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