+23,639.3%
PH vs UDR
+2,908.2%
+20,731.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +4.3% | -0.4% | +4.7% | +4.5% |
| 30D | +0.1% | +7.8% | -7.6% | -3.0% |
| 3M | -9.4% | -2.8% | -6.6% | -8.6% |
| 6M | +8.8% | -1.4% | +10.2% | +8.7% |
| YTD | +9.6% | +3.4% | +6.2% | +7.2% |
| 1Y | +14.4% | +9.9% | +4.6% | +9.2% |
| 3Y | +134.5% | +28.5% | +106.0% | +108.7% |
| 5Y | +204.4% | -20.5% | +224.9% | +225.0% |
| 10Y | +697.3% | +54.2% | +643.1% | +559.0% |
| All | +23,639.3% | +2,908.2% | +20,731.1% | +9,432.5% |
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