+33.1%
UDR vs PENG
+762.7%
-729.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -0.5% |
| 7D | -2.0% | +4.5% | -6.5% | -2.3% |
| 30D | -5.2% | -7.1% | +1.9% | -4.8% |
| 3M | -5.8% | -27.3% | +21.5% | -4.9% |
| 6M | -1.7% | +169.6% | -171.3% | -12.8% |
| YTD | +2.4% | +164.6% | -162.3% | -9.3% |
| 1Y | -2.1% | +109.5% | -111.6% | -11.8% |
| 3Y | +4.2% | +98.9% | -94.7% | -9.9% |
| 5Y | -20.0% | +116.3% | -136.2% | -33.1% |
| All | +33.1% | +762.7% | -729.6% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling