-77.0%
PLTD vs UDR
-12.1%
-64.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.1% | +2.1% |
| 7D | +4.5% | -2.1% | +6.6% | +3.9% |
| 30D | -0.7% | -5.6% | +4.9% | -2.3% |
| 3M | -31.0% | -5.8% | -25.3% | -32.2% |
| 6M | -24.8% | -1.1% | -23.7% | -25.0% |
| YTD | -18.6% | +1.6% | -20.2% | -17.7% |
| 1Y | -31.8% | -2.7% | -29.1% | -33.9% |
| All | -77.0% | -12.1% | -64.9% | -79.5% |
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 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