+180.5%
PL vs UDR
-1.4%
+181.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.2% |
| 7D | -9.3% | -2.0% | -7.3% | -10.1% |
| 30D | -18.9% | -5.2% | -13.7% | -20.7% |
| 3M | -58.4% | -5.8% | -52.6% | -59.2% |
| 6M | -30.3% | -1.7% | -28.6% | -29.0% |
| YTD | -8.1% | +2.4% | -10.5% | -5.0% |
| 1Y | +180.5% | -2.1% | +182.6% | +183.2% |
| All | +180.5% | -1.4% | +181.9% | +183.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling