+251.1%
PH vs UDR
-20.7%
+271.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | 0.0% | -3.3% | +3.3% | +1.6% |
| 30D | -10.3% | -5.6% | -4.6% | -7.8% |
| 3M | +5.1% | -9.4% | +14.5% | +9.8% |
| 6M | +2.3% | -3.0% | +5.2% | +3.0% |
| YTD | +8.7% | -0.4% | +9.1% | +7.7% |
| 1Y | +26.8% | -5.1% | +31.9% | +28.6% |
| 3Y | +139.2% | +4.2% | +135.0% | +128.9% |
| 5Y | +251.1% | -19.5% | +270.6% | +287.2% |
| All | +251.1% | -20.7% | +271.8% | +287.2% |
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 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