+738.0%
UDR vs PFG
+979.8%
-241.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +6.7% | +5.0% | +1.7% | +4.4% |
| 3M | -1.8% | +0.1% | -1.8% | -2.2% |
| 6M | -1.8% | +13.8% | -15.6% | -7.8% |
| YTD | +2.5% | +31.2% | -28.7% | -10.1% |
| 1Y | +7.9% | +37.1% | -29.2% | -7.3% |
| 3Y | +25.1% | +80.6% | -55.5% | -6.3% |
| 5Y | -21.2% | +93.7% | -114.9% | -44.2% |
| 10Y | +52.9% | +185.5% | -132.6% | -17.1% |
| All | +738.0% | +979.8% | -241.8% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling