+1,621.7%
PLD vs UDR
+1,087.2%
+534.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.2% |
| 7D | -0.8% | +3.0% | -3.8% | -3.3% |
| 30D | -0.3% | +10.3% | -10.5% | -8.5% |
| 3M | -8.0% | -2.9% | -5.1% | -6.1% |
| 6M | -9.8% | +0.3% | -10.1% | -10.7% |
| YTD | +1.8% | +3.8% | -2.0% | -2.9% |
| 1Y | +5.6% | +12.7% | -7.1% | -6.3% |
| 3Y | +33.3% | +27.6% | +5.7% | +5.0% |
| 5Y | +0.3% | -18.6% | +18.9% | +15.7% |
| 10Y | +241.6% | +52.4% | +189.2% | +107.2% |
| All | +1,621.7% | +1,087.2% | +534.6% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling