+1,632.9%
PBR vs UDR
+1,049.2%
+583.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.9% |
| 7D | +2.5% | -2.1% | +4.5% | +3.5% |
| 30D | +19.4% | -5.6% | +25.0% | +22.6% |
| 3M | +20.8% | -5.8% | +26.6% | +23.7% |
| 6M | +23.5% | -1.1% | +24.6% | +22.8% |
| YTD | +83.4% | +1.6% | +81.8% | +79.5% |
| 1Y | +77.6% | -2.7% | +80.2% | +77.0% |
| 3Y | +99.9% | +6.3% | +93.6% | +86.0% |
| 5Y | +567.7% | -19.3% | +587.0% | +596.6% |
| 10Y | +621.5% | +46.0% | +575.5% | +450.3% |
| All | +1,632.9% | +1,049.2% | +583.7% | +494.8% |
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