+1,735.1%
PLTR vs UDR
+40.7%
+1,694.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -6.4% | -2.0% | -4.4% | -5.5% |
| 30D | +10.0% | -5.2% | +15.2% | +12.9% |
| 3M | +23.0% | -5.8% | +28.8% | +26.3% |
| 6M | +13.8% | -1.7% | +15.5% | +13.6% |
| YTD | -1.9% | +2.4% | -4.3% | -4.7% |
| 1Y | +11.6% | -2.1% | +13.8% | +10.6% |
| 3Y | +1,048.4% | +4.2% | +1,044.2% | +993.9% |
| 5Y | +554.4% | -20.0% | +574.4% | +569.7% |
| All | +1,735.1% | +40.7% | +1,694.3% | +1,978.2% |
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