+23,761.0%
PH vs UDR
+2,878.3%
+20,882.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -3.1% | -2.0% | -1.1% | -2.3% |
| 30D | -3.2% | -5.2% | +1.9% | -1.2% |
| 3M | +10.6% | -5.8% | +16.4% | +12.9% |
| 6M | -2.1% | -1.7% | -0.4% | -1.9% |
| YTD | +10.2% | +2.4% | +7.8% | +8.5% |
| 1Y | +28.2% | -2.1% | +30.3% | +28.2% |
| 3Y | +134.9% | +4.2% | +130.7% | +127.6% |
| 5Y | +253.6% | -20.0% | +273.6% | +277.2% |
| 10Y | +804.7% | +44.6% | +760.1% | +666.0% |
| All | +23,761.0% | +2,878.3% | +20,882.8% | +9,547.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling