-21.9%
PINS vs UDR
+11.4%
-33.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -6.2% | +2.2% | -8.4% | -7.1% |
| 30D | -10.9% | +8.0% | -19.0% | -14.3% |
| 3M | -19.5% | -3.3% | -16.3% | -18.2% |
| 6M | -10.4% | +1.0% | -11.4% | -11.2% |
| YTD | -26.4% | +4.2% | -30.5% | -28.6% |
| 1Y | -29.6% | +10.8% | -40.5% | -33.9% |
| 3Y | -39.0% | +30.1% | -69.2% | -48.5% |
| 5Y | -59.1% | -18.9% | -40.2% | -56.5% |
| All | -21.9% | +11.4% | -33.3% | -20.3% |
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