-6.8%
PLTR vs UDR
+7.9%
-14.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.7% |
| 7D | +10.7% | -2.4% | +13.1% | +10.2% |
| 30D | -17.8% | +6.7% | -24.5% | -16.6% |
| 3M | +0.3% | -1.8% | +2.1% | -0.3% |
| 6M | +26.2% | -1.8% | +27.9% | +26.9% |
| YTD | -3.5% | +2.5% | -6.0% | +0.2% |
| 1Y | -6.8% | +7.9% | -14.7% | -2.0% |
| All | -6.8% | +7.9% | -14.8% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling