+44.5%
UDR vs PFG
+247.4%
-203.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.1% |
| 7D | -3.4% | -3.0% | -0.4% | -2.2% |
| 30D | -5.4% | +2.5% | -7.9% | -6.5% |
| 3M | -10.0% | +6.1% | -16.0% | -12.4% |
| 6M | -2.5% | +31.3% | -33.8% | -13.0% |
| YTD | -1.1% | +33.6% | -34.7% | -12.7% |
| 1Y | -3.9% | +48.5% | -52.4% | -19.0% |
| 3Y | +3.4% | +69.6% | -66.2% | -18.4% |
| 5Y | -18.9% | +111.5% | -130.3% | -42.7% |
| All | +44.5% | +247.4% | -203.0% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling