+89.6%
PEP vs UDR
+53.1%
+36.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +4.6% | +2.0% | +2.6% | +3.9% |
| 30D | +14.0% | +7.9% | +6.1% | +10.9% |
| 3M | +5.4% | -1.5% | +6.8% | +5.9% |
| 6M | -5.1% | +0.9% | -6.0% | -5.5% |
| YTD | +3.1% | +4.0% | -0.9% | +1.3% |
| 1Y | +4.8% | +10.4% | -5.6% | +0.7% |
| 3Y | -4.1% | +26.9% | -31.0% | -13.4% |
| 5Y | +3.0% | -19.4% | +22.3% | +8.5% |
| 10Y | +89.6% | +57.0% | +32.6% | +57.2% |
| All | +89.6% | +53.1% | +36.5% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling