+293.0%
PCAR vs UDR
+54.2%
+238.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +2.9% | +2.2% | +0.7% | +2.1% |
| 30D | -2.1% | +8.0% | -10.2% | -4.8% |
| 3M | -20.4% | -3.3% | -17.1% | -19.5% |
| 6M | -7.0% | +1.0% | -8.0% | -7.5% |
| YTD | -2.6% | +4.2% | -6.8% | -4.5% |
| 1Y | +9.8% | +10.8% | -1.1% | +5.3% |
| 3Y | +37.3% | +30.1% | +7.1% | +23.6% |
| 5Y | +116.4% | -18.9% | +135.4% | +126.2% |
| 10Y | +293.0% | +53.4% | +239.6% | +265.0% |
| All | +293.0% | +54.2% | +238.8% | +265.0% |
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