+2.0%
PEP vs UDR
-18.6%
+20.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.0% | +2.2% | -1.2% | +0.3% |
| 30D | +12.6% | +8.0% | +4.6% | +9.9% |
| 3M | +3.1% | -3.3% | +6.4% | +4.2% |
| 6M | -6.3% | +1.0% | -7.3% | -6.6% |
| YTD | +1.9% | +4.2% | -2.3% | +0.4% |
| 1Y | +3.3% | +10.8% | -7.6% | -0.2% |
| 3Y | -4.8% | +30.1% | -35.0% | -12.5% |
| 5Y | +2.0% | -18.9% | +21.0% | +10.0% |
| All | +2.0% | -18.6% | +20.6% | +10.0% |
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