+15.2%
PLD vs UDR
-19.6%
+34.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -2.4% | -2.0% | -0.4% | -0.8% |
| 30D | -2.4% | -5.2% | +2.8% | +1.7% |
| 3M | -3.8% | -5.8% | +2.0% | +0.5% |
| 6M | 0.0% | -1.7% | +1.7% | +0.7% |
| YTD | +9.2% | +2.4% | +6.9% | +6.0% |
| 1Y | +25.9% | -2.1% | +28.0% | +26.4% |
| 3Y | +21.3% | +4.2% | +17.1% | +14.7% |
| All | +15.2% | -19.6% | +34.9% | +32.3% |
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 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