+745.2%
UDR vs PFG
+985.4%
-240.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.6% |
| 7D | -0.4% | +2.4% | -2.8% | -1.4% |
| 30D | +7.8% | +5.9% | +1.9% | +5.0% |
| 3M | -2.8% | -0.4% | -2.3% | -3.0% |
| 6M | -1.4% | +14.8% | -16.3% | -7.9% |
| YTD | +3.4% | +31.9% | -28.5% | -9.5% |
| 1Y | +9.9% | +38.8% | -28.9% | -6.1% |
| 3Y | +28.5% | +82.4% | -53.9% | -4.2% |
| 5Y | -20.5% | +94.7% | -115.2% | -43.8% |
| 10Y | +54.2% | +187.0% | -132.7% | -16.6% |
| All | +745.2% | +985.4% | -240.2% | +124.0% |
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