+801.9%
PBF vs UDR
-20.7%
+822.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.2% |
| 7D | +1.4% | -3.3% | +4.6% | +2.3% |
| 30D | +15.8% | -5.6% | +21.5% | +17.6% |
| 3M | +90.3% | -9.4% | +99.7% | +94.8% |
| 6M | +102.8% | -3.0% | +105.8% | +102.5% |
| YTD | +187.3% | -0.4% | +187.7% | +184.0% |
| 1Y | +161.8% | -5.1% | +167.0% | +163.3% |
| 3Y | +55.5% | +4.2% | +51.3% | +50.0% |
| 5Y | +801.9% | -19.5% | +821.4% | +911.5% |
| All | +801.9% | -20.7% | +822.6% | +911.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling