+662.0%
PBR vs UDR
+47.2%
+614.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +5.4% | -3.5% | +8.8% | +7.1% |
| 30D | +22.9% | -5.3% | +28.2% | +25.9% |
| 3M | +19.6% | -9.5% | +29.2% | +24.8% |
| 6M | +16.5% | -0.7% | +17.1% | +15.5% |
| YTD | +86.7% | -1.2% | +87.8% | +85.0% |
| 1Y | +74.7% | -5.7% | +80.5% | +76.9% |
| 3Y | +102.6% | +3.7% | +98.8% | +89.9% |
| 5Y | +566.6% | -18.9% | +585.5% | +600.7% |
| All | +662.0% | +47.2% | +614.8% | +568.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling