+40.4%
PL vs UDR
-4.9%
+45.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.5% |
| 7D | +22.3% | -2.4% | +24.6% | +23.7% |
| 30D | -8.3% | +6.7% | -15.0% | -11.7% |
| 3M | -43.3% | -1.8% | -41.5% | -43.0% |
| 6M | -65.8% | -1.8% | -64.0% | -66.1% |
| YTD | -29.5% | +2.5% | -32.0% | -32.5% |
| 1Y | +11.7% | +7.9% | +3.8% | +3.1% |
| 3Y | +540.6% | +25.1% | +515.5% | +444.6% |
| 5Y | +32.9% | -21.2% | +54.1% | +41.5% |
| All | +40.4% | -4.9% | +45.3% | +49.3% |
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