+730.6%
UDR vs PFG
+999.6%
-269.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | -2.1% | +6.0% | -8.1% | -4.7% |
| 30D | -5.6% | +2.2% | -7.8% | -6.7% |
| 3M | -5.8% | +10.4% | -16.1% | -10.2% |
| 6M | -1.1% | +27.8% | -28.9% | -11.8% |
| YTD | +1.6% | +33.6% | -32.0% | -11.4% |
| 1Y | -2.7% | +49.3% | -52.0% | -19.5% |
| 3Y | +6.3% | +69.7% | -63.4% | -18.0% |
| 5Y | -19.3% | +111.3% | -130.7% | -45.1% |
| 10Y | +46.0% | +240.3% | -194.3% | -27.0% |
| All | +730.6% | +999.6% | -269.0% | +119.3% |
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