+175.1%
UDR vs PSLV
+108.9%
+66.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.3% |
| 7D | -3.4% | -4.9% | +1.5% | -3.0% |
| 30D | -5.4% | -1.9% | -3.6% | -5.3% |
| 3M | -10.0% | +4.2% | -14.2% | -10.5% |
| 6M | -2.5% | -27.6% | +25.0% | -0.1% |
| YTD | -1.1% | -11.7% | +10.5% | -2.1% |
| 1Y | -3.9% | +49.3% | -53.2% | -10.5% |
| 3Y | +3.4% | +167.1% | -163.7% | -10.5% |
| 5Y | -18.9% | +151.7% | -170.6% | -29.8% |
| 10Y | +46.8% | +187.0% | -140.1% | +22.7% |
| All | +175.1% | +108.9% | +66.2% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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