+116.1%
PAAS vs UDR
-18.0%
+134.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | +2.0% | -2.1% | +4.1% | +2.9% |
| 30D | -0.1% | -5.6% | +5.5% | +2.2% |
| 3M | +8.2% | -5.8% | +14.0% | +10.4% |
| 6M | -13.8% | -1.1% | -12.7% | -14.1% |
| YTD | -0.6% | +1.6% | -2.2% | -2.4% |
| 1Y | +44.0% | -2.7% | +46.7% | +44.0% |
| 3Y | +246.6% | +6.3% | +240.3% | +225.6% |
| 5Y | +116.1% | -19.3% | +135.4% | +120.0% |
| All | +116.1% | -18.0% | +134.1% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling