-41.4%
PCOR vs UDR
-19.6%
-21.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -9.0% | -2.0% | -7.0% | -7.8% |
| 30D | +4.2% | -5.2% | +9.4% | +7.7% |
| 3M | +14.4% | -5.8% | +20.2% | +18.4% |
| 6M | +0.2% | -1.7% | +1.9% | 0.0% |
| YTD | -20.3% | +2.4% | -22.6% | -22.9% |
| 1Y | -16.1% | -2.1% | -14.0% | -16.5% |
| 3Y | -14.7% | +4.2% | -18.9% | -20.1% |
| All | -41.4% | -19.6% | -21.8% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling