-0.4%
PL vs UDR
+14.9%
-15.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.6% | -10.0% | -4.8% |
| 7D | -11.7% | +7.2% | -19.0% | -9.0% |
| 30D | -27.1% | +10.5% | -37.6% | -24.0% |
| 3M | -44.6% | -2.3% | -42.3% | -44.9% |
| 6M | -67.2% | +4.0% | -71.2% | -66.5% |
| YTD | -35.9% | +5.6% | -41.5% | -31.9% |
| 1Y | -0.4% | +13.0% | -13.4% | +0.5% |
| All | -0.4% | +14.9% | -15.3% | +0.5% |
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