+27.4%
UDR vs PFG
+81.7%
-54.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +6.7% | +5.0% | +1.7% | +4.8% |
| 3M | -1.8% | +0.1% | -1.8% | -2.1% |
| 6M | -1.8% | +13.8% | -15.6% | -7.0% |
| YTD | +2.5% | +31.2% | -28.7% | -8.7% |
| 1Y | +7.9% | +37.1% | -29.2% | -5.7% |
| All | +27.4% | +81.7% | -54.3% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling