+160.2%
PHM vs UDR
-19.7%
+179.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | +0.3% |
| 7D | -3.9% | -3.3% | -0.6% | -1.8% |
| 30D | -8.6% | -5.6% | -2.9% | -5.1% |
| 3M | -2.9% | -9.4% | +6.5% | +3.2% |
| 6M | -5.7% | -3.0% | -2.7% | -4.2% |
| YTD | +1.9% | -0.4% | +2.2% | +1.5% |
| 1Y | -12.3% | -5.1% | -7.2% | -10.0% |
| 3Y | +50.8% | +4.2% | +46.6% | +43.6% |
| All | +160.2% | -19.7% | +179.9% | +194.6% |
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 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