+782.8%
PH vs UDR
+47.3%
+735.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -3.1% | -3.4% | +0.3% | -1.2% |
| 30D | -11.8% | -5.4% | -6.4% | -9.0% |
| 3M | +6.9% | -10.0% | +16.9% | +12.9% |
| 6M | -1.3% | -2.5% | +1.3% | -0.6% |
| YTD | +7.0% | -1.1% | +8.1% | +6.4% |
| 1Y | +23.1% | -3.9% | +27.0% | +24.1% |
| 3Y | +135.4% | +3.4% | +131.9% | +123.8% |
| 5Y | +250.3% | -18.9% | +269.2% | +278.8% |
| All | +782.8% | +47.3% | +735.5% | +661.6% |
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 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