+73.6%
PAAS vs UDR
-18.6%
+92.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +8.8% | +2.2% | +6.6% | +8.0% |
| 30D | -8.5% | +8.0% | -16.5% | -11.4% |
| 3M | -17.0% | -3.3% | -13.8% | -16.1% |
| 6M | -27.9% | +1.0% | -28.9% | -28.8% |
| YTD | -17.5% | +4.2% | -21.6% | -19.8% |
| 1Y | +22.8% | +10.8% | +12.0% | +16.0% |
| 3Y | +224.2% | +30.1% | +194.1% | +178.5% |
| 5Y | +73.6% | -18.9% | +92.6% | +74.4% |
| All | +73.6% | -18.6% | +92.2% | +74.4% |
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