+1,269.9%
PAAS vs UDR
+1,257.3%
+12.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.9% | -2.0% | -0.9% | -2.4% |
| 30D | +6.8% | -5.2% | +12.0% | +8.1% |
| 3M | -2.9% | -5.8% | +2.9% | -1.7% |
| 6M | -16.4% | -1.7% | -14.7% | -16.4% |
| YTD | 0.0% | +2.4% | -2.3% | -1.0% |
| 1Y | +54.3% | -2.1% | +56.4% | +54.3% |
| 3Y | +230.7% | +4.2% | +226.5% | +224.4% |
| 5Y | +111.6% | -20.0% | +131.6% | +119.5% |
| 10Y | +211.7% | +44.6% | +167.1% | +171.8% |
| All | +1,269.9% | +1,257.3% | +12.5% | +712.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling