+668.5%
PBR vs UDR
+47.3%
+621.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | +4.2% | -3.4% | +7.6% | +5.9% |
| 30D | +22.7% | -5.4% | +28.2% | +25.8% |
| 3M | +21.5% | -10.0% | +31.5% | +27.1% |
| 6M | +24.0% | -2.5% | +26.5% | +24.0% |
| YTD | +88.2% | -1.1% | +89.4% | +86.5% |
| 1Y | +74.8% | -3.9% | +78.7% | +75.2% |
| 3Y | +105.1% | +3.4% | +101.7% | +92.6% |
| 5Y | +572.2% | -18.9% | +591.1% | +606.4% |
| All | +668.5% | +47.3% | +621.2% | +574.1% |
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