+113.0%
PLTU vs UDR
-15.3%
+128.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -3.9% |
| 7D | -17.7% | -3.4% | -14.3% | -16.0% |
| 30D | -12.5% | -5.4% | -7.1% | -9.7% |
| 3M | +39.5% | -10.0% | +49.5% | +48.3% |
| 6M | -7.0% | -2.5% | -4.4% | -7.7% |
| YTD | -38.1% | -1.1% | -36.9% | -40.2% |
| 1Y | -36.0% | -3.9% | -32.1% | -36.3% |
| All | +113.0% | -15.3% | +128.2% | +175.1% |
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