-21.9%
UDR vs PFG
+92.7%
-114.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -0.4% | +2.4% | -2.8% | -1.3% |
| 30D | +7.8% | +5.9% | +1.9% | +5.4% |
| 3M | -2.8% | -0.4% | -2.3% | -2.9% |
| 6M | -1.4% | +14.8% | -16.3% | -7.2% |
| YTD | +3.4% | +31.9% | -28.5% | -8.3% |
| 1Y | +9.9% | +38.8% | -28.9% | -4.7% |
| 3Y | +28.5% | +82.4% | -53.9% | -2.2% |
| All | -21.9% | +92.7% | -114.7% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling