+82.3%
PL vs UDR
-19.6%
+101.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -9.3% | -2.0% | -7.3% | -8.3% |
| 30D | -18.9% | -5.2% | -13.7% | -16.6% |
| 3M | -58.4% | -5.8% | -52.6% | -57.4% |
| 6M | -30.3% | -1.7% | -28.6% | -30.9% |
| YTD | -8.1% | +2.4% | -10.5% | -11.9% |
| 1Y | +180.5% | -2.1% | +182.6% | +175.9% |
| 3Y | +444.1% | +4.2% | +439.9% | +410.5% |
| All | +82.3% | -19.6% | +101.9% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling