+111.0%
PBF vs UDR
+14.9%
+96.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.6% | -10.3% | -5.2% |
| 7D | -0.9% | +7.2% | -8.1% | +1.9% |
| 30D | -13.7% | +10.5% | -24.2% | -10.1% |
| 3M | +10.6% | -2.3% | +12.9% | +10.0% |
| 6M | +61.2% | +4.0% | +57.2% | +62.5% |
| YTD | +172.7% | +5.6% | +167.1% | +190.0% |
| 1Y | +111.0% | +13.0% | +98.0% | +118.1% |
| All | +111.0% | +14.9% | +96.1% | +118.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling