+1,030.3%
PAAS vs UDR
+1,281.1%
-250.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.2% |
| 3M | -17.0% | -3.3% | -13.8% | -16.5% |
| 6M | -27.9% | +1.0% | -28.9% | -28.4% |
| YTD | -17.5% | +4.2% | -21.6% | -18.7% |
| 1Y | +22.8% | +10.8% | +12.0% | +19.2% |
| 3Y | +224.2% | +30.1% | +194.1% | +201.8% |
| 5Y | +73.6% | -18.9% | +92.6% | +79.4% |
| 10Y | +186.4% | +53.4% | +133.0% | +145.9% |
| All | +1,030.3% | +1,281.1% | -250.9% | +567.0% |
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 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