+186.4%
PAAS vs UDR
+54.2%
+132.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +8.8% | +2.2% | +6.6% | +8.3% |
| 30D | -8.5% | +8.0% | -16.5% | -10.3% |
| 3M | -17.0% | -3.3% | -13.8% | -16.4% |
| 6M | -27.9% | +1.0% | -28.9% | -28.4% |
| YTD | -17.5% | +4.2% | -21.6% | -18.8% |
| 1Y | +22.8% | +10.8% | +12.0% | +18.9% |
| 3Y | +224.2% | +30.1% | +194.1% | +201.5% |
| 5Y | +73.6% | -18.9% | +92.6% | +76.1% |
| 10Y | +186.4% | +53.4% | +133.0% | +183.6% |
| All | +186.4% | +54.2% | +132.2% | +183.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 10y: compounded portfolio wealth divided by compounded UDR 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…
10y analysis · Full analysis span regression · 6 months rolling