+1,668.3%
PLTR vs UDR
+42.1%
+1,626.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | +4.7% | -0.4% | +5.1% | +4.9% |
| 30D | -16.4% | +7.8% | -24.2% | -19.6% |
| 3M | -6.2% | -2.8% | -3.4% | -5.2% |
| 6M | +29.2% | -1.4% | +30.6% | +28.8% |
| YTD | -5.5% | +3.4% | -8.9% | -8.9% |
| 1Y | -2.4% | +9.9% | -12.3% | -9.4% |
| 3Y | +752.3% | +28.5% | +723.8% | +625.9% |
| 5Y | +635.8% | -20.5% | +656.3% | +645.7% |
| All | +1,668.3% | +42.1% | +1,626.2% | +1,887.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling