-19.5%
UDR vs PFG
+109.8%
-129.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | -3.3% | +3.2% | -6.5% | -4.5% |
| 30D | -5.6% | +0.9% | -6.6% | -6.1% |
| 3M | -9.4% | +7.7% | -17.1% | -12.3% |
| 6M | -3.0% | +29.0% | -31.9% | -12.4% |
| YTD | -0.4% | +32.5% | -32.9% | -11.4% |
| 1Y | -5.1% | +47.3% | -52.5% | -19.4% |
| 3Y | +4.2% | +68.2% | -64.0% | -17.3% |
| 5Y | -19.5% | +108.5% | -128.0% | -39.6% |
| All | -19.5% | +109.8% | -129.3% | -39.6% |
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