+330.8%
PBF vs UDR
+162.4%
+168.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +4.3% | -2.0% | +6.3% | +5.7% |
| 30D | +22.0% | -5.2% | +27.2% | +26.1% |
| 3M | +74.5% | -5.8% | +80.3% | +80.1% |
| 6M | +67.7% | -1.7% | +69.4% | +65.7% |
| YTD | +179.2% | +2.4% | +176.8% | +166.7% |
| 1Y | +170.0% | -2.1% | +172.1% | +165.1% |
| 3Y | +66.4% | +4.2% | +62.2% | +49.7% |
| 5Y | +764.5% | -20.0% | +784.5% | +824.7% |
| 10Y | +358.5% | +44.6% | +313.9% | +240.8% |
| All | +330.8% | +162.4% | +168.4% | +151.6% |
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