+185.5%
PAAS vs UDR
+53.1%
+132.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +4.2% | +2.0% | +2.1% | +3.7% |
| 30D | -13.8% | +7.9% | -21.7% | -15.5% |
| 3M | -22.7% | -1.5% | -21.3% | -22.5% |
| 6M | -32.1% | +0.9% | -33.0% | -32.6% |
| YTD | -22.3% | +4.0% | -26.3% | -23.5% |
| 1Y | +7.7% | +10.4% | -2.7% | +4.4% |
| 3Y | +214.0% | +26.9% | +187.1% | +193.9% |
| 5Y | +63.2% | -19.4% | +82.6% | +65.6% |
| 10Y | +185.5% | +57.0% | +128.5% | +199.3% |
| All | +185.5% | +53.1% | +132.4% | +199.3% |
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