+341.8%
PBF vs UDR
+47.2%
+294.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | +5.3% | -3.5% | +8.8% | +8.0% |
| 30D | +11.7% | -5.3% | +17.0% | +16.0% |
| 3M | +91.1% | -9.5% | +100.6% | +103.7% |
| 6M | +88.4% | -0.7% | +89.1% | +84.1% |
| YTD | +194.1% | -1.2% | +195.2% | +186.9% |
| 1Y | +180.4% | -5.7% | +186.2% | +182.1% |
| 3Y | +59.3% | +3.7% | +55.6% | +41.2% |
| 5Y | +816.3% | -18.9% | +835.2% | +863.5% |
| All | +341.8% | +47.2% | +294.6% | +234.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling