+27.8%
PCAR vs UDR
-2.7%
+30.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | 0.0% | -2.1% | +2.1% | +0.7% |
| 30D | -7.7% | -5.6% | -2.1% | -6.1% |
| 3M | +3.7% | -5.8% | +9.5% | +5.3% |
| 6M | +2.3% | -1.1% | +3.4% | +2.8% |
| YTD | +12.8% | +1.6% | +11.2% | +11.8% |
| 1Y | +27.8% | -2.7% | +30.4% | +28.4% |
| All | +27.8% | -2.7% | +30.5% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling