-25.1%
PINS vs UDR
+6.5%
-31.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.0% | -7.3% | -8.3% |
| 7D | -13.9% | -3.3% | -10.6% | -12.4% |
| 30D | -25.0% | -5.6% | -19.3% | -22.7% |
| 3M | -16.6% | -9.4% | -7.2% | -12.6% |
| 6M | -7.0% | -3.0% | -4.0% | -6.1% |
| YTD | -29.4% | -0.4% | -29.0% | -29.9% |
| 1Y | -49.9% | -5.1% | -44.8% | -49.1% |
| 3Y | -33.6% | +4.2% | -37.9% | -37.0% |
| 5Y | -66.8% | -19.5% | -47.3% | -64.6% |
| All | -25.1% | +6.5% | -31.6% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling