+31.8%
PCAR vs UDR
+25.4%
+6.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.0% |
| 7D | +0.1% | +3.0% | -2.9% | -1.0% |
| 30D | -4.6% | +10.3% | -14.8% | -7.9% |
| 3M | -22.6% | -2.9% | -19.7% | -21.8% |
| 6M | -12.0% | +0.3% | -12.3% | -12.4% |
| YTD | -6.1% | +3.8% | -9.9% | -7.9% |
| 1Y | +6.3% | +12.7% | -6.4% | +0.9% |
| 3Y | +31.8% | +27.6% | +4.2% | +21.0% |
| All | +31.8% | +25.4% | +6.4% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling