-0.7%
PLD vs UDR
-20.8%
+20.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.6% |
| 7D | +1.3% | -0.4% | +1.7% | +1.7% |
| 30D | -1.4% | +7.8% | -9.1% | -7.1% |
| 3M | -8.2% | -2.8% | -5.4% | -6.3% |
| 6M | -8.0% | -1.4% | -6.6% | -7.5% |
| YTD | +3.2% | +3.4% | -0.2% | -0.9% |
| 1Y | +7.0% | +9.9% | -2.8% | -2.4% |
| 3Y | +38.3% | +28.5% | +9.8% | +8.8% |
| All | -0.7% | -20.8% | +20.1% | +18.9% |
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