+12,304.7%
PCAR vs UDR
+2,919.7%
+9,385.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | +0.1% | +3.0% | -2.9% | -1.1% |
| 30D | -4.6% | +10.3% | -14.8% | -8.3% |
| 3M | -22.6% | -2.9% | -19.7% | -21.7% |
| 6M | -12.0% | +0.3% | -12.3% | -12.3% |
| YTD | -6.1% | +3.8% | -9.9% | -8.1% |
| 1Y | +6.3% | +12.7% | -6.4% | +0.6% |
| 3Y | +31.8% | +27.6% | +4.2% | +17.1% |
| 5Y | +104.2% | -18.6% | +122.8% | +114.1% |
| 10Y | +302.9% | +52.4% | +250.5% | +207.7% |
| All | +12,304.7% | +2,919.7% | +9,385.0% | +4,048.7% |
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