+48.3%
PCOR vs UDR
+25.4%
+23.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.3% |
| 7D | +22.7% | +3.0% | +19.7% | +21.2% |
| 30D | +37.5% | +10.3% | +27.2% | +31.1% |
| 3M | +35.2% | -2.9% | +38.1% | +37.2% |
| 6M | +42.2% | +0.3% | +41.9% | +41.3% |
| YTD | +3.6% | +3.8% | -0.2% | +0.3% |
| 1Y | -4.8% | +12.7% | -17.5% | -12.5% |
| 3Y | +48.3% | +27.6% | +20.8% | +20.6% |
| All | +48.3% | +25.4% | +23.0% | +20.6% |
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