+11,095.6%
PHM vs UDR
+2,878.3%
+8,217.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.2% | -2.0% | -1.2% | -2.1% |
| 30D | -6.4% | -5.2% | -1.2% | -3.5% |
| 3M | +5.5% | -5.8% | +11.3% | +9.1% |
| 6M | -5.4% | -1.7% | -3.8% | -4.8% |
| YTD | +6.6% | +2.4% | +4.2% | +4.7% |
| 1Y | -8.8% | -2.1% | -6.7% | -8.3% |
| 3Y | +54.1% | +4.2% | +49.9% | +48.4% |
| 5Y | +144.5% | -20.0% | +164.5% | +170.5% |
| 10Y | +569.4% | +44.6% | +524.8% | +413.1% |
| All | +11,095.6% | +2,878.3% | +8,217.4% | +3,090.6% |
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 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