+11,351.0%
PHM vs UDR
+2,908.2%
+8,442.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | -4.1% | -0.4% | -3.8% | -3.9% |
| 30D | +16.1% | +7.8% | +8.4% | +11.5% |
| 3M | -2.5% | -2.8% | +0.3% | -0.7% |
| 6M | +12.9% | -1.4% | +14.4% | +13.9% |
| YTD | +9.0% | +3.4% | +5.6% | +6.7% |
| 1Y | +8.2% | +9.9% | -1.7% | +2.2% |
| 3Y | +58.4% | +28.5% | +29.9% | +36.0% |
| 5Y | +159.2% | -20.5% | +179.7% | +188.7% |
| 10Y | +676.9% | +54.2% | +622.6% | +477.0% |
| All | +11,351.0% | +2,908.2% | +8,442.8% | +3,151.4% |
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