-77.4%
PLTD vs UDR
-9.9%
-67.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.8% | -5.4% |
| 7D | +4.2% | +2.2% | +2.0% | +4.8% |
| 30D | +20.8% | +8.0% | +12.8% | +23.4% |
| 3M | -2.6% | -3.3% | +0.7% | -3.5% |
| 6M | -33.1% | +1.0% | -34.1% | -32.8% |
| YTD | -20.0% | +4.2% | -24.2% | -18.6% |
| 1Y | -21.6% | +10.8% | -32.5% | -17.2% |
| All | -77.4% | -9.9% | -67.5% | -79.7% |
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 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