+240.1%
PLD vs UDR
+47.3%
+192.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | -2.8% | -3.4% | +0.5% | -0.4% |
| 30D | -3.6% | -5.4% | +1.8% | +0.2% |
| 3M | -7.1% | -10.0% | +2.8% | -0.2% |
| 6M | +0.2% | -2.5% | +2.8% | +1.6% |
| YTD | +6.9% | -1.1% | +8.0% | +6.8% |
| 1Y | +25.0% | -3.9% | +28.9% | +27.2% |
| 3Y | +20.8% | +3.4% | +17.3% | +16.1% |
| 5Y | +16.2% | -18.9% | +35.1% | +32.4% |
| All | +240.1% | +47.3% | +192.8% | +152.5% |
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 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