-18.9%
UDR vs PTEN
+89.3%
-108.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -3.4% | +2.8% | -6.2% | -3.6% |
| 30D | -5.4% | +17.6% | -23.0% | -6.8% |
| 3M | -10.0% | +8.2% | -18.1% | -10.8% |
| 6M | -2.5% | +38.1% | -40.6% | -6.2% |
| YTD | -1.1% | +117.3% | -118.4% | -9.4% |
| 1Y | -3.9% | +146.1% | -150.0% | -13.5% |
| 3Y | +3.4% | -3.0% | +6.5% | -0.4% |
| 5Y | -18.9% | +93.5% | -112.3% | -27.9% |
| All | -18.9% | +89.3% | -108.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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