+250.9%
PBF vs UDR
+54.6%
+196.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | +6.5% | -0.4% | +6.8% | +6.7% |
| 30D | -20.0% | +7.8% | -27.8% | -24.6% |
| 3M | -3.3% | -2.8% | -0.6% | -2.2% |
| 6M | +76.8% | -1.4% | +78.2% | +75.0% |
| YTD | +168.9% | +3.4% | +165.5% | +152.0% |
| 1Y | +96.4% | +9.9% | +86.5% | +74.9% |
| 3Y | +77.2% | +28.5% | +48.7% | +30.6% |
| 5Y | +417.7% | -20.5% | +438.2% | +461.7% |
| All | +250.9% | +54.6% | +196.3% | +152.4% |
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 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