+39.5%
PL vs UDR
-4.1%
+43.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.1% |
| 7D | +10.0% | -0.4% | +10.4% | +10.3% |
| 30D | -2.3% | +7.8% | -10.0% | -6.3% |
| 3M | -44.2% | -2.8% | -41.4% | -43.6% |
| 6M | -66.1% | -1.4% | -64.7% | -66.4% |
| YTD | -30.0% | +3.4% | -33.4% | -33.3% |
| 1Y | +21.0% | +9.9% | +11.2% | +10.5% |
| 3Y | +516.5% | +28.5% | +488.0% | +416.8% |
| 5Y | +32.0% | -20.5% | +52.5% | +40.0% |
| All | +39.5% | -4.1% | +43.6% | +47.7% |
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