+15,068.3%
PCAR vs UDR
+2,878.3%
+12,190.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -0.5% | -2.0% | +1.5% | +0.3% |
| 30D | -6.2% | -5.2% | -1.0% | -4.2% |
| 3M | +5.9% | -5.8% | +11.7% | +8.2% |
| 6M | +0.4% | -1.7% | +2.1% | +0.7% |
| YTD | +14.8% | +2.4% | +12.5% | +13.1% |
| 1Y | +30.1% | -2.1% | +32.2% | +30.3% |
| 3Y | +66.7% | +4.2% | +62.4% | +60.7% |
| 5Y | +166.1% | -20.0% | +186.1% | +180.9% |
| 10Y | +353.7% | +44.6% | +309.0% | +253.5% |
| All | +15,068.3% | +2,878.3% | +12,190.1% | +5,002.4% |
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 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