+367.9%
PCAR vs UDR
+44.7%
+323.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | -0.2% | -3.3% | +3.0% | +0.9% |
| 30D | -6.9% | -5.6% | -1.2% | -5.0% |
| 3M | +2.1% | -9.4% | +11.5% | +5.5% |
| 6M | +1.6% | -3.0% | +4.5% | +2.3% |
| YTD | +12.2% | -0.4% | +12.6% | +11.8% |
| 1Y | +28.0% | -5.1% | +33.2% | +29.7% |
| 3Y | +61.0% | +4.2% | +56.8% | +56.4% |
| 5Y | +163.9% | -19.5% | +183.4% | +176.4% |
| 10Y | +367.9% | +47.9% | +320.0% | +332.0% |
| All | +367.9% | +44.7% | +323.2% | +332.0% |
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