+38.3%
PLD vs UDR
+27.3%
+11.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | +1.3% | -0.4% | +1.7% | +1.6% |
| 30D | -1.4% | +7.8% | -9.1% | -6.5% |
| 3M | -8.2% | -2.8% | -5.4% | -6.5% |
| 6M | -8.0% | -1.4% | -6.6% | -7.5% |
| YTD | +3.2% | +3.4% | -0.2% | -0.5% |
| 1Y | +7.0% | +9.9% | -2.8% | -1.7% |
| 3Y | +38.3% | +28.5% | +9.8% | +11.6% |
| All | +38.3% | +27.3% | +11.0% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling